+561.0%
ROKU vs PTC
+138.0%
+423.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +3.7% |
| 7D | -0.1% | -12.8% | +12.7% | +9.6% |
| 30D | +1.5% | -9.8% | +11.2% | +8.0% |
| 3M | +25.7% | -2.1% | +27.8% | +22.6% |
| 6M | +54.5% | -18.1% | +72.6% | +70.6% |
| YTD | +43.2% | -23.5% | +66.7% | +66.0% |
| 1Y | +56.3% | -37.4% | +93.7% | +110.2% |
| 3Y | +86.1% | -7.2% | +93.3% | +80.2% |
| 5Y | -53.6% | +2.7% | -56.3% | -57.5% |
| All | +561.0% | +138.0% | +423.1% | +331.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling