+131.0%
HOOD vs PCG
+6.9%
+124.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.5% |
| 7D | +3.8% | -2.0% | +5.7% | +4.5% |
| 30D | -26.4% | -2.7% | -23.7% | -25.6% |
| 3M | -14.3% | -25.1% | +10.8% | -6.2% |
| 6M | +3.9% | -22.3% | +26.2% | +11.0% |
| YTD | -28.1% | -18.5% | -9.6% | -25.7% |
| 1Y | -38.8% | -21.8% | -17.0% | -35.5% |
| 3Y | +888.5% | -21.0% | +909.5% | +904.4% |
| 5Y | +131.0% | +8.1% | +123.0% | +86.5% |
| All | +131.0% | +6.9% | +124.1% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling