+3,159.9%
PEP vs HUBB
+152,497.5%
-149,337.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | +0.2% | -10.0% | +10.2% | +0.3% |
| 3M | -1.1% | -4.8% | +3.6% | -1.1% |
| 6M | -13.5% | -5.6% | -7.9% | -13.5% |
| YTD | -1.2% | +4.7% | -5.8% | -1.2% |
| 1Y | -1.6% | +6.7% | -8.2% | -1.6% |
| 3Y | -12.5% | +45.8% | -58.3% | -12.8% |
| 5Y | +3.0% | +145.9% | -142.9% | +2.4% |
| 10Y | +73.9% | +418.6% | -344.7% | +72.1% |
| All | +3,159.9% | +152,497.5% | -149,337.6% | +3,390.0% |
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