+152.4%
HUBB vs PEGA
-48.2%
+200.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -1.8% |
| 7D | +1.1% | -6.1% | +7.2% | +1.9% |
| 30D | -9.6% | +6.4% | -16.0% | -10.4% |
| 3M | -6.2% | +2.9% | -9.1% | -7.1% |
| 6M | -6.2% | -23.8% | +17.7% | -3.3% |
| YTD | +3.4% | -41.1% | +44.4% | +10.1% |
| 1Y | +5.3% | -38.2% | +43.6% | +10.9% |
| 3Y | +44.4% | +49.8% | -5.5% | +27.7% |
| 5Y | +152.4% | -48.0% | +200.4% | +158.7% |
| All | +152.4% | -48.2% | +200.6% | +158.7% |
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