+383.2%
HUBB vs PENG
+755.0%
-371.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +4.8% | +7.8% | -3.0% | +3.4% |
| 30D | -9.3% | -12.2% | +2.9% | -7.4% |
| 3M | -3.9% | -20.6% | +16.7% | -2.2% |
| 6M | -0.8% | +180.9% | -181.8% | -21.3% |
| YTD | +5.6% | +162.3% | -156.7% | -15.6% |
| 1Y | +7.7% | +107.3% | -99.5% | -10.7% |
| 3Y | +47.5% | +110.8% | -63.3% | +13.9% |
| 5Y | +153.7% | +117.8% | +35.8% | +88.3% |
| All | +383.2% | +755.0% | -371.8% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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