+132.4%
HOOD vs PCAR
+120.9%
+11.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +4.8% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -26.1% | -4.6% | -21.5% | -23.9% |
| 3M | -10.8% | -22.6% | +11.8% | +5.2% |
| 6M | +2.4% | -12.0% | +14.3% | +9.8% |
| YTD | -28.5% | -6.1% | -22.4% | -27.2% |
| 1Y | -36.3% | +6.3% | -42.7% | -40.7% |
| 3Y | +743.7% | +31.8% | +711.9% | +560.1% |
| 5Y | +118.6% | +104.2% | +14.4% | +26.5% |
| All | +132.4% | +120.9% | +11.5% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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