+250.7%
HOOD vs PENG
+122.6%
+128.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.4% | -8.5% | -4.3% |
| 7D | +17.1% | +4.5% | +12.6% | +15.2% |
| 30D | +31.6% | -7.1% | +38.7% | +34.2% |
| 3M | +38.2% | -27.3% | +65.5% | +45.8% |
| 6M | +48.5% | +169.6% | -121.0% | -11.8% |
| YTD | +8.0% | +164.6% | -156.7% | -35.8% |
| 1Y | +18.7% | +109.5% | -90.8% | -23.4% |
| 3Y | +999.1% | +98.9% | +900.2% | +529.3% |
| 5Y | +181.7% | +116.3% | +65.4% | +55.4% |
| All | +250.7% | +122.6% | +128.1% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling