+142.9%
HOOD vs PCG
+45.8%
+97.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.3% |
| 7D | -3.2% | -2.2% | -1.0% | -2.5% |
| 30D | -22.6% | -0.5% | -22.1% | -22.4% |
| 3M | -10.4% | -24.0% | +13.6% | -3.3% |
| 6M | +4.7% | -18.6% | +23.3% | +9.0% |
| YTD | -25.2% | -17.7% | -7.5% | -23.1% |
| 1Y | -35.9% | -20.0% | -15.9% | -33.3% |
| 3Y | +927.7% | -20.2% | +947.9% | +946.3% |
| 5Y | +147.5% | +8.4% | +139.2% | +114.3% |
| All | +142.9% | +45.8% | +97.1% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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