+125.1%
HOOD vs PCAR
+126.3%
-1.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.6% | -8.8% | -9.3% |
| 7D | -14.4% | +2.2% | -16.6% | -15.5% |
| 30D | -30.0% | -4.4% | -25.6% | -28.0% |
| 3M | -15.5% | -21.4% | +5.9% | -1.3% |
| 6M | +1.8% | -7.3% | +9.1% | +5.7% |
| YTD | -30.7% | -3.8% | -26.9% | -30.5% |
| 1Y | -45.0% | +6.3% | -51.3% | -48.5% |
| 3Y | +709.0% | +34.4% | +674.6% | +525.7% |
| 5Y | +111.8% | +109.2% | +2.6% | +20.7% |
| All | +125.1% | +126.3% | -1.2% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling