+278.2%
PCAR vs HUBB
+389.2%
-111.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.6% |
| 7D | +3.8% | -2.6% | +6.4% | +5.1% |
| 30D | -2.0% | -7.7% | +5.7% | +1.7% |
| 3M | -19.1% | -13.0% | -6.1% | -13.6% |
| 6M | -6.8% | -10.6% | +3.8% | -2.7% |
| YTD | -2.5% | -0.6% | -1.9% | -4.8% |
| 1Y | +9.7% | -4.1% | +13.8% | +9.1% |
| 3Y | +34.0% | +57.2% | -23.2% | -3.0% |
| 5Y | +113.3% | +127.2% | -13.8% | +20.3% |
| 10Y | +278.2% | +386.2% | -108.0% | +22.5% |
| All | +278.2% | +389.2% | -111.0% | +22.5% |
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