+250.7%
HOOD vs PFGC
+113.0%
+137.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | +17.1% | -2.2% | +19.3% | +18.7% |
| 30D | +31.6% | -11.9% | +43.5% | +41.4% |
| 3M | +38.2% | +5.0% | +33.2% | +32.1% |
| 6M | +48.5% | +8.6% | +39.9% | +38.9% |
| YTD | +8.0% | +9.7% | -1.7% | -1.3% |
| 1Y | +18.7% | -6.3% | +24.9% | +19.7% |
| 3Y | +999.1% | +58.2% | +940.9% | +710.2% |
| 5Y | +181.7% | +110.4% | +71.3% | +70.0% |
| All | +250.7% | +113.0% | +137.7% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling