+123.6%
HOOD vs PFGC
+140.1%
-16.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.9% |
| 7D | -3.8% | +3.4% | -7.2% | -5.6% |
| 30D | -23.0% | +16.9% | -39.9% | -30.4% |
| 3M | -21.6% | +6.4% | -28.0% | -25.3% |
| 6M | +1.4% | +16.0% | -14.6% | -9.4% |
| YTD | -31.2% | +23.6% | -54.8% | -41.9% |
| 1Y | -35.9% | +16.6% | -52.5% | -44.1% |
| 3Y | +836.9% | +82.3% | +754.7% | +530.1% |
| 5Y | +121.1% | +138.7% | -17.6% | +23.4% |
| All | +123.6% | +140.1% | -16.5% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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