+237.0%
HOOD vs PEP
+4.3%
+232.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -3.8% |
| 7D | +13.4% | +0.1% | +13.3% | +13.4% |
| 30D | +25.8% | +0.7% | +25.1% | +25.9% |
| 3M | +38.0% | -0.5% | +38.5% | +37.9% |
| 6M | +52.2% | -11.3% | +63.5% | +50.1% |
| YTD | +3.7% | -0.6% | +4.3% | +3.4% |
| 1Y | +0.1% | +1.7% | -1.6% | -0.2% |
| 3Y | +992.6% | -12.5% | +1,005.0% | +977.7% |
| 5Y | +193.0% | +3.9% | +189.1% | +219.3% |
| All | +237.0% | +4.3% | +232.7% | +307.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling