-54.1%
HUBS vs PFG
+46.8%
-100.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.1% | -8.3% | -6.0% |
| 7D | -13.0% | +4.9% | -17.9% | -14.9% |
| 30D | -1.8% | +5.7% | -7.5% | -4.4% |
| 3M | -13.0% | +2.6% | -15.5% | -14.2% |
| 6M | -12.4% | +19.8% | -32.2% | -20.3% |
| YTD | -46.0% | +36.3% | -82.3% | -52.9% |
| 1Y | -54.1% | +47.9% | -102.0% | -61.0% |
| All | -54.1% | +46.8% | -100.9% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling