+223.3%
HOOD vs PPG
-28.3%
+251.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -7.8% | -6.2% | -1.6% | -3.3% |
| 30D | +18.6% | -7.9% | +26.5% | +26.0% |
| 3M | +22.1% | -10.2% | +32.3% | +30.6% |
| 6M | +43.1% | +2.7% | +40.4% | +37.5% |
| YTD | -0.5% | +4.9% | -5.4% | -8.0% |
| 1Y | -4.4% | -3.2% | -1.2% | -6.1% |
| 3Y | +938.5% | -17.0% | +955.5% | +1,026.8% |
| 5Y | +173.4% | -23.3% | +196.8% | +198.1% |
| All | +223.3% | -28.3% | +251.6% | +266.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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