+3,301.6%
PEP vs HUBB
+144,902.6%
-141,601.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.2% |
| 7D | +4.6% | -2.6% | +7.2% | +4.6% |
| 30D | +14.0% | -7.7% | +21.7% | +14.0% |
| 3M | +5.4% | -13.0% | +18.4% | +5.5% |
| 6M | -5.1% | -10.6% | +5.4% | -5.1% |
| YTD | +3.1% | -0.6% | +3.7% | +3.1% |
| 1Y | +4.8% | -4.1% | +8.9% | +4.8% |
| 3Y | -4.1% | +57.2% | -61.3% | -4.5% |
| 5Y | +3.0% | +127.2% | -124.2% | +2.3% |
| 10Y | +89.6% | +386.2% | -296.6% | +87.6% |
| All | +3,301.6% | +144,902.6% | -141,601.1% | +3,542.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 all: compounded portfolio wealth divided by compounded HUBB 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…
all analysis · Full analysis span regression · 6 months rolling