+139.3%
HOOD vs PFGC
+141.4%
-2.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.0% | +0.7% |
| 7D | -0.6% | +10.8% | -11.5% | -7.1% |
| 30D | -23.6% | +17.8% | -41.4% | -31.2% |
| 3M | -10.7% | -2.7% | -8.0% | -10.3% |
| 6M | +8.2% | +20.0% | -11.9% | -5.4% |
| YTD | -26.3% | +24.3% | -50.6% | -38.0% |
| 1Y | -36.1% | +13.2% | -49.3% | -43.0% |
| 3Y | +950.7% | +85.9% | +864.8% | +599.1% |
| 5Y | +127.0% | +141.0% | -14.0% | +26.3% |
| All | +139.3% | +141.4% | -2.1% | +38.1% |
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