-53.1%
ROKU vs PTC
+0.6%
-53.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -2.6% | -14.2% | +11.6% | +9.1% |
| 30D | +2.1% | -14.4% | +16.6% | +13.8% |
| 3M | +31.8% | -4.7% | +36.5% | +30.6% |
| 6M | +53.3% | -19.3% | +72.6% | +74.3% |
| YTD | +42.1% | -26.1% | +68.2% | +74.3% |
| 1Y | +62.3% | -37.1% | +99.4% | +130.2% |
| 3Y | +84.6% | -10.4% | +95.0% | +69.2% |
| 5Y | -53.1% | +2.5% | -55.5% | -62.2% |
| All | -53.1% | +0.6% | -53.7% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling