-35.9%
HOOD vs PCG
-19.5%
-16.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.4% | -4.2% |
| 7D | -3.8% | +2.2% | -5.9% | -3.7% |
| 30D | -23.0% | +0.8% | -23.7% | -22.9% |
| 3M | -21.6% | -23.8% | +2.2% | -23.7% |
| 6M | +1.4% | -19.6% | +21.1% | +0.1% |
| YTD | -31.2% | -16.7% | -14.4% | -29.5% |
| 1Y | -35.9% | -19.4% | -16.6% | -31.6% |
| All | -35.9% | -19.5% | -16.4% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling