+231.1%
HOOD vs PFGC
+106.5%
+124.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.0% |
| 7D | +7.7% | -3.7% | +11.5% | +10.3% |
| 30D | +22.0% | -16.0% | +37.9% | +34.9% |
| 3M | +37.6% | -4.1% | +41.8% | +39.5% |
| 6M | +45.3% | +8.7% | +36.6% | +35.6% |
| YTD | +1.9% | +6.4% | -4.4% | -5.0% |
| 1Y | -2.7% | -8.4% | +5.7% | -0.5% |
| 3Y | +973.4% | +61.8% | +911.6% | +683.8% |
| 5Y | +179.3% | +108.7% | +70.6% | +72.4% |
| All | +231.1% | +106.5% | +124.5% | +111.7% |
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