+250.7%
HOOD vs PEGA
-45.0%
+295.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | +17.1% | +3.3% | +13.8% | +15.4% |
| 30D | +31.6% | +17.7% | +13.8% | +21.5% |
| 3M | +38.2% | +5.8% | +32.4% | +31.7% |
| 6M | +48.5% | -20.3% | +68.8% | +61.7% |
| YTD | +8.0% | -37.1% | +45.1% | +30.9% |
| 1Y | +18.7% | -30.2% | +48.9% | +35.2% |
| 3Y | +999.1% | +48.1% | +951.0% | +666.9% |
| 5Y | +181.7% | -46.8% | +228.5% | +280.4% |
| All | +250.7% | -45.0% | +295.7% | +451.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling