+10.2%
PCG vs HUBB
+129.4%
-119.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.7% |
| 7D | -1.1% | +1.8% | -2.9% | -1.5% |
| 30D | +0.1% | -6.9% | +6.9% | +1.5% |
| 3M | -24.4% | -13.8% | -10.6% | -22.1% |
| 6M | -17.7% | -9.8% | -7.8% | -16.4% |
| YTD | -17.4% | +0.3% | -17.7% | -18.9% |
| 1Y | -19.4% | -3.3% | -16.0% | -20.1% |
| 3Y | -18.6% | +61.0% | -79.6% | -33.8% |
| 5Y | +10.2% | +128.5% | -118.3% | -28.5% |
| All | +10.2% | +129.4% | -119.2% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling