+126.5%
HUBB vs PFGC
+138.1%
-11.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +1.8% | +3.4% | -1.7% | +0.8% |
| 30D | -7.7% | +16.9% | -24.6% | -12.3% |
| 3M | -13.6% | +6.4% | -20.0% | -15.5% |
| 6M | -9.1% | +16.0% | -25.1% | -14.2% |
| YTD | -0.7% | +23.6% | -24.4% | -8.9% |
| 1Y | +1.1% | +16.6% | -15.5% | -5.5% |
| 3Y | +56.2% | +82.3% | -26.1% | +26.1% |
| All | +126.5% | +138.1% | -11.6% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling