+81.5%
ROKU vs PTC
-10.6%
+92.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | +0.1% |
| 7D | -3.0% | -13.6% | +10.5% | +4.3% |
| 30D | +0.7% | -14.7% | +15.4% | +8.5% |
| 3M | +26.5% | -5.9% | +32.4% | +27.7% |
| 6M | +52.6% | -21.1% | +73.8% | +73.6% |
| YTD | +40.9% | -26.0% | +66.9% | +67.6% |
| 1Y | +57.6% | -36.8% | +94.5% | +111.1% |
| All | +81.5% | -10.6% | +92.0% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling