+132.4%
HOOD vs PCOR
-24.9%
+157.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | -4.8% | +22.7% | -27.5% | -16.7% |
| 30D | -26.1% | +37.5% | -63.6% | -39.7% |
| 3M | -10.8% | +35.2% | -46.0% | -27.2% |
| 6M | +2.4% | +42.2% | -39.9% | -21.8% |
| YTD | -28.5% | +3.6% | -32.0% | -34.7% |
| 1Y | -36.3% | -4.8% | -31.6% | -38.4% |
| 3Y | +743.7% | +48.3% | +695.3% | +491.7% |
| 5Y | +118.6% | -20.1% | +138.7% | +76.7% |
| All | +132.4% | -24.9% | +157.2% | +76.8% |
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