-76.7%
PCG vs HUBB
+413.4%
-490.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.2% |
| 7D | -1.1% | +1.8% | -2.9% | -1.9% |
| 30D | +0.1% | -6.9% | +6.9% | +2.6% |
| 3M | -24.4% | -13.8% | -10.6% | -20.2% |
| 6M | -17.7% | -9.8% | -7.8% | -15.5% |
| YTD | -17.4% | +0.3% | -17.7% | -19.9% |
| 1Y | -19.4% | -3.3% | -16.0% | -20.8% |
| 3Y | -18.6% | +61.0% | -79.6% | -40.9% |
| 5Y | +10.2% | +128.5% | -118.3% | -37.1% |
| 10Y | -76.7% | +398.9% | -475.6% | -90.5% |
| All | -76.7% | +413.4% | -490.1% | -90.5% |
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