+155.6%
HUBB vs PFGC
+108.3%
+47.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | +1.1% | -3.7% | +4.8% | +2.2% |
| 30D | -9.6% | -16.0% | +6.3% | -4.8% |
| 3M | -6.2% | -4.1% | -2.0% | -5.5% |
| 6M | -6.2% | +8.7% | -14.9% | -9.7% |
| YTD | +3.4% | +6.4% | -3.0% | -0.1% |
| 1Y | +5.3% | -8.4% | +13.7% | +6.8% |
| 3Y | +44.4% | +61.8% | -17.4% | +22.5% |
| All | +155.6% | +108.3% | +47.3% | +94.6% |
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