+142.9%
HOOD vs PR
+371.2%
-228.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +3.2% |
| 7D | -3.2% | -0.5% | -2.7% | -3.0% |
| 30D | -22.6% | -4.6% | -17.9% | -21.8% |
| 3M | -10.4% | +4.7% | -15.1% | -12.1% |
| 6M | +4.7% | +12.4% | -7.7% | -0.2% |
| YTD | -25.2% | +62.9% | -88.1% | -37.3% |
| 1Y | -35.9% | +70.6% | -106.5% | -47.1% |
| 3Y | +927.7% | +90.0% | +837.7% | +715.7% |
| 5Y | +147.5% | +255.5% | -108.0% | +66.1% |
| All | +142.9% | +371.2% | -228.3% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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