+376.9%
HUBB vs PFG
+184.0%
+193.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +1.8% | +2.4% | -0.6% | +0.5% |
| 30D | -7.7% | +5.9% | -13.6% | -10.6% |
| 3M | -13.6% | -0.4% | -13.1% | -13.8% |
| 6M | -9.1% | +14.8% | -24.0% | -16.4% |
| YTD | -0.7% | +31.9% | -32.7% | -15.5% |
| 1Y | +1.1% | +38.8% | -37.7% | -16.2% |
| 3Y | +56.2% | +82.4% | -26.2% | +10.8% |
| 5Y | +126.6% | +94.7% | +31.9% | +50.4% |
| All | +376.9% | +184.0% | +193.0% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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