-35.9%
HOOD vs PENG
+120.3%
-156.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.3% | -6.3% | +1.4% |
| 7D | -3.2% | +1.9% | -5.1% | -4.2% |
| 30D | -22.6% | -37.8% | +15.2% | -14.8% |
| 3M | -10.4% | -14.1% | +3.7% | -9.3% |
| 6M | +4.7% | +13.1% | -8.4% | -13.2% |
| YTD | -25.2% | +151.8% | -177.0% | -63.7% |
| 1Y | -35.9% | +136.0% | -171.9% | -66.6% |
| All | -35.9% | +120.3% | -156.1% | -66.6% |
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