+125.1%
HOOD vs PEP
+7.5%
+117.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.2% | -10.5% | -10.3% |
| 7D | -14.4% | +6.7% | -21.1% | -13.3% |
| 30D | -30.0% | +13.5% | -43.5% | -28.3% |
| 3M | -15.5% | +3.9% | -19.5% | -14.6% |
| 6M | +1.8% | -6.0% | +7.8% | +1.6% |
| YTD | -30.7% | +2.5% | -33.2% | -30.3% |
| 1Y | -45.0% | +3.9% | -48.9% | -44.6% |
| 3Y | +709.0% | -4.7% | +713.6% | +694.9% |
| 5Y | +111.8% | +1.1% | +110.7% | +119.2% |
| All | +125.1% | +7.5% | +117.7% | +175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling