+308.1%
HUBS vs PFG
+251.1%
+57.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -9.0% | -0.4% | -8.6% | -8.8% |
| 30D | +7.2% | +2.9% | +4.4% | +5.7% |
| 3M | +20.9% | +6.7% | +14.2% | +16.9% |
| 6M | -13.0% | +33.8% | -46.8% | -25.4% |
| YTD | -43.8% | +35.0% | -78.8% | -52.1% |
| 1Y | -54.6% | +46.4% | -101.1% | -63.0% |
| 3Y | -58.5% | +71.7% | -130.1% | -69.1% |
| 5Y | -66.4% | +113.7% | -180.1% | -77.7% |
| All | +308.1% | +251.1% | +57.1% | +64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling