-16.0%
PCG vs HUBB
-4.0%
-12.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.0% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +8.5% | -8.8% | +17.3% | +9.0% |
| 3M | -22.9% | -12.5% | -10.4% | -22.5% |
| 6M | -16.8% | -14.5% | -2.2% | -16.2% |
| YTD | -15.8% | -0.4% | -15.3% | -15.5% |
| 1Y | -16.0% | -3.4% | -12.5% | -16.2% |
| All | -16.0% | -4.0% | -12.0% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling