+3,269.6%
PEP vs HUBB
+144,965.7%
-141,696.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.2% |
| 7D | -0.3% | +4.6% | -4.9% | -0.3% |
| 30D | +11.8% | -8.4% | +20.1% | +11.8% |
| 3M | +3.7% | -14.3% | +18.0% | +3.7% |
| 6M | -4.3% | -9.3% | +5.0% | -4.3% |
| YTD | +2.1% | -0.5% | +2.6% | +2.1% |
| 1Y | +2.5% | -2.1% | +4.7% | +2.5% |
| 3Y | -5.0% | +57.2% | -62.3% | -5.4% |
| 5Y | +2.9% | +127.1% | -124.3% | +2.2% |
| 10Y | +87.9% | +385.7% | -297.8% | +86.0% |
| All | +3,269.6% | +144,965.7% | -141,696.1% | +3,508.2% |
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