-40.1%
HOOD vs PCG
-18.8%
-21.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.4% |
| 7D | -5.1% | -0.5% | -4.6% | -5.1% |
| 30D | -25.4% | +0.8% | -26.2% | -25.3% |
| 3M | -14.0% | -22.0% | +8.1% | -15.7% |
| 6M | +5.6% | -17.1% | +22.7% | +4.2% |
| YTD | -28.1% | -16.9% | -11.2% | -26.8% |
| 1Y | -40.1% | -19.1% | -21.1% | -36.0% |
| All | -40.1% | -18.8% | -21.3% | -36.0% |
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