+44.0%
HUBB vs PFG
+68.8%
-24.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -1.7% | -3.0% | +1.3% | -0.3% |
| 30D | -12.7% | +2.5% | -15.1% | -13.8% |
| 3M | -2.9% | +6.1% | -9.0% | -6.2% |
| 6M | -4.8% | +31.3% | -36.1% | -18.2% |
| YTD | +2.8% | +33.6% | -30.8% | -12.9% |
| 1Y | +3.5% | +48.5% | -45.0% | -17.5% |
| All | +44.0% | +68.8% | -24.8% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling