+428.6%
HUBB vs PEGA
+180.6%
+248.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -0.9% |
| 7D | -1.7% | -5.3% | +3.6% | -0.7% |
| 30D | -12.7% | +8.3% | -21.0% | -14.2% |
| 3M | -2.9% | +8.9% | -11.9% | -5.7% |
| 6M | -4.8% | -19.7% | +14.9% | -2.1% |
| YTD | +2.8% | -39.9% | +42.7% | +11.6% |
| 1Y | +3.5% | -36.4% | +39.9% | +10.3% |
| 3Y | +43.5% | +52.8% | -9.3% | +17.3% |
| 5Y | +154.2% | -45.7% | +199.9% | +168.9% |
| All | +428.6% | +180.6% | +248.0% | +242.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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