+139.3%
HOOD vs PEGA
-54.2%
+193.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.9% | +6.9% | +4.8% |
| 7D | -0.6% | -10.0% | +9.4% | +4.2% |
| 30D | -23.6% | -12.7% | -10.9% | -19.0% |
| 3M | -10.7% | -4.6% | -6.1% | -9.9% |
| 6M | +8.2% | -13.1% | +21.3% | +11.7% |
| YTD | -26.3% | -47.6% | +21.2% | -3.7% |
| 1Y | -36.1% | -47.0% | +10.9% | -16.9% |
| 3Y | +950.7% | +42.0% | +908.7% | +627.9% |
| 5Y | +127.0% | -47.8% | +174.9% | +209.8% |
| All | +139.3% | -54.2% | +193.5% | +305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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