+151.1%
HUBB vs PENG
+115.2%
+35.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -1.1% |
| 7D | +0.5% | +4.5% | -4.0% | -0.3% |
| 30D | -10.0% | -7.1% | -2.9% | -9.0% |
| 3M | -4.8% | -27.3% | +22.5% | -1.7% |
| 6M | -5.6% | +169.6% | -175.1% | -26.1% |
| YTD | +4.7% | +164.6% | -160.0% | -18.2% |
| 1Y | +6.7% | +109.5% | -102.8% | -13.4% |
| 3Y | +45.8% | +98.9% | -53.2% | +10.8% |
| All | +151.1% | +115.2% | +35.9% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling