+113.0%
HOOD vs PBF
+407.6%
-294.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.4% |
| 7D | -4.8% | -13.8% | +9.0% | -2.9% |
| 30D | -26.1% | -19.6% | -6.5% | -24.2% |
| 3M | -10.8% | +10.3% | -21.1% | -12.8% |
| 6M | +2.4% | +63.4% | -61.1% | -6.5% |
| YTD | -28.5% | +152.6% | -181.1% | -40.7% |
| 1Y | -36.3% | +87.4% | -123.7% | -44.5% |
| 3Y | +743.7% | +63.3% | +680.4% | +598.3% |
| All | +113.0% | +407.6% | -294.6% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling