+142.9%
HOOD vs PCOR
-22.7%
+165.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.0% |
| 7D | -3.2% | +2.5% | -5.8% | -4.6% |
| 30D | -22.6% | +37.9% | -60.4% | -36.9% |
| 3M | -10.4% | +32.0% | -42.4% | -25.7% |
| 6M | +4.7% | +54.7% | -50.0% | -23.8% |
| YTD | -25.2% | +6.6% | -31.8% | -32.8% |
| 1Y | -35.9% | -1.7% | -34.2% | -39.1% |
| 3Y | +927.7% | +49.0% | +878.7% | +620.5% |
| 5Y | +147.5% | -12.5% | +160.1% | +96.1% |
| All | +142.9% | -22.7% | +165.6% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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