+580.8%
HUBB vs PFGC
+419.1%
+161.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.5% | -2.2% | +2.7% | +1.1% |
| 30D | -10.0% | -11.9% | +1.9% | -7.3% |
| 3M | -4.8% | +5.0% | -9.8% | -6.3% |
| 6M | -5.6% | +8.6% | -14.2% | -8.1% |
| YTD | +4.7% | +9.7% | -5.0% | +1.4% |
| 1Y | +6.7% | -6.3% | +13.0% | +7.3% |
| 3Y | +45.8% | +58.2% | -12.5% | +28.7% |
| 5Y | +145.9% | +110.4% | +35.5% | +98.8% |
| 10Y | +418.6% | +272.8% | +145.8% | +257.1% |
| All | +580.8% | +419.1% | +161.7% | +346.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling