+142.9%
HOOD vs PWR
+574.3%
-431.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.3% | +1.7% |
| 7D | -3.2% | +4.7% | -8.0% | -5.7% |
| 30D | -22.6% | -12.5% | -10.1% | -17.8% |
| 3M | -10.4% | -9.3% | -1.1% | -7.6% |
| 6M | +4.7% | -22.2% | +26.9% | +15.5% |
| YTD | -25.2% | +44.2% | -69.4% | -45.3% |
| 1Y | -35.9% | +35.5% | -71.4% | -51.0% |
| 3Y | +927.7% | +250.4% | +677.3% | +355.2% |
| 5Y | +147.5% | +425.6% | -278.1% | -15.4% |
| All | +142.9% | +574.3% | -431.4% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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