+122.7%
HOOD vs PEGA
-44.5%
+167.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.8% |
| 7D | -3.8% | +0.1% | -3.9% | -4.0% |
| 30D | -23.0% | -4.1% | -18.8% | -22.0% |
| 3M | -21.6% | -2.8% | -18.8% | -21.6% |
| 6M | +1.4% | -0.4% | +1.9% | -1.8% |
| YTD | -31.2% | -45.4% | +14.2% | -12.0% |
| 1Y | -35.9% | -42.6% | +6.7% | -20.1% |
| 3Y | +836.9% | +45.4% | +791.5% | +545.5% |
| All | +122.7% | -44.5% | +167.2% | +186.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling