-36.3%
HOOD vs PENG
+88.9%
-125.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.4% | -9.2% | +0.2% |
| 7D | -4.8% | -19.4% | +14.6% | -0.5% |
| 30D | -26.1% | -42.4% | +16.3% | -16.8% |
| 3M | -10.8% | -25.6% | +14.8% | -6.4% |
| 6M | +2.4% | +7.3% | -4.9% | -16.8% |
| YTD | -28.5% | +113.9% | -142.3% | -63.5% |
| 1Y | -36.3% | +93.6% | -129.9% | -64.1% |
| All | -36.3% | +88.9% | -125.3% | -64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling