+126.5%
HUBB vs PEGA
-44.5%
+171.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -7.7% | -4.1% | -3.5% | -7.3% |
| 3M | -13.6% | -2.8% | -10.7% | -13.6% |
| 6M | -9.1% | -0.4% | -8.7% | -10.1% |
| YTD | -0.7% | -45.4% | +44.7% | +6.5% |
| 1Y | +1.1% | -42.6% | +43.7% | +7.5% |
| 3Y | +56.2% | +45.4% | +10.8% | +38.2% |
| All | +126.5% | -44.5% | +171.0% | +132.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling