-38.7%
HOOD vs PBF
+92.2%
-130.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +3.0% |
| 7D | -0.6% | -7.4% | +6.7% | -0.7% |
| 30D | -23.6% | -17.5% | -6.1% | -23.7% |
| 3M | -10.7% | +13.1% | -23.8% | -10.4% |
| 6M | +8.2% | +72.6% | -64.5% | +8.3% |
| YTD | -26.3% | +161.2% | -187.5% | -31.7% |
| All | -38.7% | +92.2% | -130.9% | -38.8% |
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 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