+123.6%
HOOD vs PBF
+718.3%
-594.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.7% | -4.3% |
| 7D | -3.8% | +6.5% | -10.2% | -4.5% |
| 30D | -23.0% | -20.0% | -3.0% | -21.0% |
| 3M | -21.6% | -3.3% | -18.3% | -21.9% |
| 6M | +1.4% | +76.8% | -75.4% | -7.5% |
| YTD | -31.2% | +168.9% | -200.1% | -42.4% |
| 1Y | -35.9% | +96.4% | -132.3% | -43.8% |
| 3Y | +836.9% | +77.2% | +759.7% | +680.9% |
| 5Y | +121.1% | +417.7% | -296.6% | +58.3% |
| All | +123.6% | +718.3% | -594.7% | +73.9% |
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