+437.9%
HUBB vs PFGC
+292.9%
+145.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -0.1% | -4.8% | +4.7% | +1.1% |
| 30D | -10.0% | -12.5% | +2.6% | -6.9% |
| 3M | -1.6% | -9.7% | +8.1% | +0.6% |
| 6M | -3.1% | +7.0% | -10.1% | -5.4% |
| YTD | +4.6% | +4.5% | +0.1% | +2.5% |
| 1Y | +3.3% | -11.6% | +14.9% | +5.4% |
| 3Y | +46.6% | +58.5% | -11.9% | +29.1% |
| 5Y | +158.7% | +112.6% | +46.1% | +107.9% |
| All | +437.9% | +292.9% | +145.0% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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