+237.0%
HOOD vs PEGA
-47.3%
+284.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.2% | +0.3% | -1.9% |
| 7D | +13.4% | -2.4% | +15.8% | +14.8% |
| 30D | +25.8% | +9.6% | +16.2% | +20.2% |
| 3M | +38.0% | +2.3% | +35.7% | +33.4% |
| 6M | +52.2% | -23.9% | +76.1% | +69.4% |
| YTD | +3.7% | -39.8% | +43.5% | +28.3% |
| 1Y | +0.1% | -37.4% | +37.5% | +20.0% |
| 3Y | +992.6% | +53.1% | +939.4% | +643.1% |
| 5Y | +193.0% | -47.2% | +240.2% | +307.6% |
| All | +237.0% | -47.3% | +284.3% | +440.4% |
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