+367.9%
PCAR vs HUBB
+427.3%
-59.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.6% |
| 7D | -0.2% | +1.1% | -1.3% | -0.8% |
| 30D | -6.9% | -9.6% | +2.7% | -1.8% |
| 3M | +2.1% | -6.2% | +8.3% | +4.8% |
| 6M | +1.6% | -6.2% | +7.7% | +3.7% |
| YTD | +12.2% | +3.4% | +8.9% | +8.2% |
| 1Y | +28.0% | +5.3% | +22.7% | +21.5% |
| 3Y | +61.0% | +44.4% | +16.6% | +23.3% |
| 5Y | +163.9% | +152.4% | +11.6% | +40.6% |
| 10Y | +367.9% | +437.0% | -69.1% | +42.9% |
| All | +367.9% | +427.3% | -59.4% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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