+18.7%
HOOD vs PEP
-4.0%
+22.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -3.1% |
| 7D | +17.1% | -2.4% | +19.6% | +15.4% |
| 30D | +31.6% | -0.8% | +32.4% | +31.0% |
| 3M | +38.2% | -2.2% | +40.4% | +36.3% |
| 6M | +48.5% | -14.4% | +62.9% | +33.1% |
| YTD | +8.0% | -2.2% | +10.2% | +8.0% |
| 1Y | +18.7% | -2.6% | +21.3% | +17.0% |
| All | +18.7% | -4.0% | +22.6% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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