+308.1%
HUBS vs PFGC
+292.9%
+15.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -9.0% | -4.8% | -4.2% | -7.5% |
| 30D | +7.2% | -12.5% | +19.8% | +11.8% |
| 3M | +20.9% | -9.7% | +30.6% | +24.7% |
| 6M | -13.0% | +7.0% | -20.1% | -15.9% |
| YTD | -43.8% | +4.5% | -48.3% | -45.6% |
| 1Y | -54.6% | -11.6% | -43.1% | -53.6% |
| 3Y | -58.5% | +58.5% | -117.0% | -65.2% |
| 5Y | -66.4% | +112.6% | -179.0% | -74.3% |
| All | +308.1% | +292.9% | +15.2% | +144.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling