+237.0%
HOOD vs PFG
+118.3%
+118.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -2.6% |
| 7D | +13.4% | +6.0% | +7.4% | +8.1% |
| 30D | +25.8% | +2.2% | +23.6% | +23.9% |
| 3M | +38.0% | +10.4% | +27.6% | +25.9% |
| 6M | +52.2% | +27.8% | +24.4% | +21.5% |
| YTD | +3.7% | +33.6% | -29.9% | -20.6% |
| 1Y | +0.1% | +49.3% | -49.2% | -31.3% |
| 3Y | +992.6% | +69.7% | +922.8% | +593.8% |
| 5Y | +193.0% | +111.3% | +81.6% | +72.3% |
| All | +237.0% | +118.3% | +118.7% | +139.6% |
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