+139.3%
HOOD vs PBF
+694.8%
-555.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +2.6% |
| 7D | -0.6% | -7.4% | +6.7% | +0.3% |
| 30D | -23.6% | -17.5% | -6.1% | -21.9% |
| 3M | -10.7% | +13.1% | -23.8% | -12.7% |
| 6M | +8.2% | +72.6% | -64.5% | -1.1% |
| YTD | -26.3% | +161.2% | -187.5% | -38.1% |
| 1Y | -36.1% | +93.3% | -129.4% | -43.8% |
| 3Y | +950.7% | +80.7% | +870.0% | +774.0% |
| 5Y | +127.0% | +396.1% | -269.1% | +63.2% |
| All | +139.3% | +694.8% | -555.5% | +86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling