-38.8%
HOOD vs PENG
+136.5%
-175.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.2% |
| 7D | +3.8% | +34.6% | -30.8% | -3.8% |
| 30D | -26.4% | -35.9% | +9.5% | -19.6% |
| 3M | -14.3% | -14.7% | +0.4% | -13.1% |
| 6M | +3.9% | +13.5% | -9.6% | -13.7% |
| YTD | -28.1% | +156.1% | -184.2% | -65.4% |
| 1Y | -38.8% | +141.3% | -180.2% | -68.7% |
| All | -38.8% | +136.5% | -175.4% | -68.7% |
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