+91.1%
PCG vs HUBB
+144,902.7%
-144,811.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +0.7% |
| 7D | -0.5% | -2.6% | +2.1% | -0.4% |
| 30D | +0.8% | -7.7% | +8.4% | +0.8% |
| 3M | -22.0% | -13.0% | -9.0% | -21.9% |
| 6M | -17.1% | -10.6% | -6.5% | -17.0% |
| YTD | -16.9% | -0.6% | -16.3% | -16.9% |
| 1Y | -19.1% | -4.1% | -14.9% | -19.1% |
| 3Y | -19.4% | +57.2% | -76.6% | -19.8% |
| 5Y | +9.0% | +127.2% | -118.2% | +8.1% |
| 10Y | -76.2% | +386.2% | -462.3% | -76.5% |
| All | +91.1% | +144,902.7% | -144,811.6% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling