+123.6%
HOOD vs PFG
+115.5%
+8.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.8% |
| 7D | -3.8% | +2.4% | -6.1% | -5.9% |
| 30D | -23.0% | +5.9% | -28.8% | -26.9% |
| 3M | -21.6% | -0.4% | -21.2% | -21.0% |
| 6M | +1.4% | +14.8% | -13.4% | -11.0% |
| YTD | -31.2% | +31.9% | -63.1% | -46.7% |
| 1Y | -35.9% | +38.8% | -74.7% | -52.8% |
| 3Y | +836.9% | +82.4% | +754.6% | +464.3% |
| 5Y | +121.1% | +94.7% | +26.4% | +28.2% |
| All | +123.6% | +115.5% | +8.1% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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