+142.9%
HOOD vs PENG
+111.8%
+31.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.3% | -6.3% | +0.5% |
| 7D | -3.2% | +1.9% | -5.1% | -4.7% |
| 30D | -22.6% | -37.8% | +15.2% | -10.9% |
| 3M | -10.4% | -14.1% | +3.7% | -9.3% |
| 6M | +4.7% | +13.1% | -8.4% | -12.7% |
| YTD | -25.2% | +151.8% | -177.0% | -56.4% |
| 1Y | -35.9% | +136.0% | -171.9% | -61.5% |
| 3Y | +927.7% | +217.9% | +709.8% | +399.1% |
| 5Y | +147.5% | +64.1% | +83.4% | +39.5% |
| All | +142.9% | +111.8% | +31.1% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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