+250.7%
HOOD vs PFG
+121.4%
+129.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -0.7% |
| 7D | +17.1% | +5.5% | +11.6% | +12.1% |
| 30D | +31.6% | +2.4% | +29.2% | +29.2% |
| 3M | +38.2% | +13.6% | +24.7% | +22.6% |
| 6M | +48.5% | +27.9% | +20.7% | +18.5% |
| YTD | +8.0% | +35.6% | -27.6% | -18.4% |
| 1Y | +18.7% | +48.5% | -29.8% | -18.2% |
| 3Y | +999.1% | +66.9% | +932.2% | +604.8% |
| 5Y | +181.7% | +111.0% | +70.7% | +58.1% |
| All | +250.7% | +121.4% | +129.3% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling