+139.3%
HOOD vs PTC
+43.4%
+95.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.7% |
| 7D | -0.6% | +0.8% | -1.4% | -1.1% |
| 30D | -23.6% | +0.7% | -24.3% | -23.9% |
| 3M | -10.7% | +32.6% | -43.3% | -30.0% |
| 6M | +8.2% | +33.6% | -25.4% | -19.0% |
| YTD | -26.3% | +12.4% | -38.8% | -35.6% |
| 1Y | -36.1% | +11.2% | -47.3% | -43.4% |
| 3Y | +950.7% | +31.7% | +919.0% | +650.5% |
| 5Y | +127.0% | +60.1% | +67.0% | +37.0% |
| All | +139.3% | +43.4% | +95.9% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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