+133.6%
HOOD vs PCOR
-24.0%
+157.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.2% |
| 7D | -5.1% | +20.7% | -25.8% | -16.1% |
| 30D | -25.4% | +35.7% | -61.1% | -38.6% |
| 3M | -14.0% | +31.1% | -45.0% | -28.4% |
| 6M | +5.6% | +43.1% | -37.5% | -19.6% |
| YTD | -28.1% | +4.8% | -32.9% | -34.8% |
| 1Y | -40.1% | -3.7% | -36.5% | -42.4% |
| 3Y | +888.2% | +46.5% | +841.7% | +599.3% |
| 5Y | +135.8% | -17.3% | +153.1% | +89.0% |
| All | +133.6% | -24.0% | +157.5% | +76.5% |
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