-36.1%
HOOD vs PBF
+120.1%
-156.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.7% | +8.7% | +1.9% |
| 7D | -4.4% | -0.9% | -3.5% | -4.4% |
| 30D | -23.4% | -13.7% | -9.7% | -23.6% |
| 3M | -6.5% | +10.6% | -17.1% | -6.3% |
| 6M | +14.2% | +61.2% | -47.0% | +14.5% |
| YTD | -22.7% | +172.7% | -195.4% | -27.5% |
| 1Y | -36.1% | +111.0% | -147.1% | -38.6% |
| All | -36.1% | +120.1% | -156.2% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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