+237.0%
HOOD vs PBF
+777.3%
-540.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.3% | -7.2% | -4.3% |
| 7D | +13.4% | +2.4% | +11.0% | +13.0% |
| 30D | +25.8% | +24.9% | +0.9% | +22.1% |
| 3M | +38.0% | +81.9% | -43.9% | +26.3% |
| 6M | +52.2% | +79.4% | -27.2% | +37.4% |
| YTD | +3.7% | +188.3% | -184.6% | -13.4% |
| 1Y | +0.1% | +177.3% | -177.2% | -16.8% |
| 3Y | +992.6% | +56.0% | +936.6% | +827.9% |
| 5Y | +193.0% | +804.0% | -611.0% | +115.8% |
| All | +237.0% | +777.3% | -540.3% | +161.3% |
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