+113.5%
PEP vs HUBS
+629.7%
-516.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.7% |
| 7D | +0.1% | -4.3% | +4.4% | +0.3% |
| 30D | +0.7% | +14.2% | -13.6% | -0.2% |
| 3M | -0.5% | +15.5% | -16.1% | -1.7% |
| 6M | -11.3% | -18.9% | +7.6% | -11.1% |
| YTD | -0.6% | -40.1% | +39.5% | +1.2% |
| 1Y | +1.7% | -51.8% | +53.4% | +4.6% |
| 3Y | -12.5% | -55.2% | +42.8% | -10.8% |
| 5Y | +3.9% | -64.7% | +68.6% | +4.8% |
| 10Y | +76.6% | +327.0% | -250.4% | +42.1% |
| All | +113.5% | +629.7% | -516.1% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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