+308.1%
HUBS vs PEGA
+184.6%
+123.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | -0.1% |
| 7D | -9.0% | -3.0% | -6.0% | -7.2% |
| 30D | +7.2% | +15.9% | -8.7% | -1.8% |
| 3M | +20.9% | +10.8% | +10.0% | +13.7% |
| 6M | -13.0% | -16.5% | +3.5% | -1.5% |
| YTD | -43.8% | -39.0% | -4.8% | -22.5% |
| 1Y | -54.6% | -37.3% | -17.4% | -39.4% |
| 3Y | -58.5% | +59.2% | -117.6% | -74.7% |
| 5Y | -66.4% | -44.9% | -21.5% | -56.2% |
| All | +308.1% | +184.6% | +123.5% | +105.2% |
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