-74.2%
PCG vs HUBB
+438.6%
-512.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.8% | +3.3% |
| 7D | +5.4% | +4.8% | +0.6% | +3.4% |
| 30D | -15.1% | -9.3% | -5.8% | -11.8% |
| 3M | -9.8% | -3.9% | -5.9% | -9.3% |
| 6M | -18.0% | -0.8% | -17.2% | -19.2% |
| YTD | -7.2% | +5.6% | -12.8% | -11.4% |
| 1Y | +2.9% | +7.7% | -4.9% | -3.3% |
| 3Y | -11.1% | +47.5% | -58.6% | -31.8% |
| 5Y | +61.8% | +153.7% | -91.9% | -11.7% |
| All | -74.2% | +438.6% | -512.9% | -90.1% |
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