+111.8%
HOOD vs PENG
+31.0%
+80.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -23.0% | +12.7% | -2.5% |
| 7D | -14.4% | -36.7% | +22.3% | -1.1% |
| 30D | -30.0% | -42.0% | +12.0% | -17.6% |
| 3M | -15.5% | -33.2% | +17.7% | -6.7% |
| 6M | +1.8% | +2.1% | -0.3% | -13.5% |
| YTD | -30.7% | +90.3% | -121.0% | -55.6% |
| 1Y | -45.0% | +67.7% | -112.6% | -62.7% |
| 3Y | +709.0% | +154.2% | +554.7% | +320.6% |
| 5Y | +111.8% | +28.3% | +83.5% | +27.6% |
| All | +111.8% | +31.0% | +80.8% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling