+60.7%
ROKU vs PTC
-36.4%
+97.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | -0.4% | -7.3% | +6.8% | +0.6% |
| 30D | +2.1% | -11.6% | +13.7% | +3.6% |
| 3M | +29.5% | +10.5% | +19.0% | +26.6% |
| 6M | +53.8% | -17.8% | +71.6% | +67.2% |
| YTD | +42.8% | -24.9% | +67.7% | +60.2% |
| 1Y | +60.7% | -36.8% | +97.6% | +108.8% |
| All | +60.7% | -36.4% | +97.2% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling