+125.1%
HOOD vs PCG
+47.2%
+77.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.3% | -9.1% | -9.9% |
| 7D | -14.4% | 0.0% | -14.4% | -14.4% |
| 30D | -30.0% | +5.8% | -35.8% | -31.3% |
| 3M | -15.5% | -22.8% | +7.2% | -9.3% |
| 6M | +1.8% | -18.4% | +20.2% | +6.0% |
| YTD | -30.7% | -16.9% | -13.8% | -28.9% |
| 1Y | -45.0% | -17.6% | -27.4% | -43.4% |
| 3Y | +709.0% | -20.0% | +729.0% | +724.7% |
| 5Y | +111.8% | +16.0% | +95.8% | +83.7% |
| All | +125.1% | +47.2% | +77.9% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling