+151.0%
HOOD vs PCOR
-24.6%
+175.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +19.7% | -17.7% | -9.4% |
| 7D | -4.4% | +21.8% | -26.2% | -16.0% |
| 30D | -23.4% | +39.5% | -62.9% | -38.1% |
| 3M | -6.5% | +35.2% | -41.8% | -23.7% |
| 6M | +14.2% | +21.7% | -7.6% | -4.4% |
| YTD | -22.7% | +3.9% | -26.6% | -29.6% |
| 1Y | -36.1% | +6.9% | -43.0% | -43.6% |
| 3Y | +802.1% | +44.8% | +757.3% | +542.6% |
| 5Y | +135.8% | -21.9% | +157.7% | +90.4% |
| All | +151.0% | -24.6% | +175.6% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling