+545.7%
HUBB vs PFGC
+485.1%
+60.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +1.8% | +3.4% | -1.7% | +0.9% |
| 30D | -7.7% | +16.9% | -24.6% | -11.5% |
| 3M | -13.6% | +6.4% | -20.0% | -15.3% |
| 6M | -9.1% | +16.0% | -25.1% | -13.2% |
| YTD | -0.7% | +23.6% | -24.4% | -7.1% |
| 1Y | +1.1% | +16.6% | -15.5% | -4.0% |
| 3Y | +56.2% | +82.3% | -26.1% | +32.8% |
| 5Y | +126.6% | +138.7% | -12.1% | +77.3% |
| 10Y | +384.6% | +352.8% | +31.7% | +219.5% |
| All | +545.7% | +485.1% | +60.6% | +309.7% |
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 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