+437.9%
HUBB vs PFG
+251.1%
+186.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.7% | +1.2% |
| 7D | -0.1% | -0.4% | +0.4% | +0.1% |
| 30D | -10.0% | +2.9% | -12.8% | -11.4% |
| 3M | -1.6% | +6.7% | -8.3% | -5.4% |
| 6M | -3.1% | +33.8% | -36.9% | -17.5% |
| YTD | +4.6% | +35.0% | -30.4% | -11.7% |
| 1Y | +3.3% | +46.4% | -43.1% | -16.5% |
| 3Y | +46.6% | +71.6% | -25.1% | +7.6% |
| 5Y | +158.7% | +113.7% | +45.0% | +63.6% |
| All | +437.9% | +251.1% | +186.8% | +130.8% |
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