+46.6%
HUBB vs PFGC
+58.8%
-12.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -0.1% | -4.8% | +4.7% | +1.6% |
| 30D | -10.0% | -12.5% | +2.6% | -5.6% |
| 3M | -1.6% | -9.7% | +8.1% | +1.3% |
| 6M | -3.1% | +7.0% | -10.1% | -7.6% |
| YTD | +4.6% | +4.5% | +0.1% | +0.3% |
| 1Y | +3.3% | -11.6% | +14.9% | +7.0% |
| 3Y | +46.6% | +58.5% | -11.9% | +23.0% |
| All | +46.6% | +58.8% | -12.3% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling