-76.3%
PCG vs HUBS
+323.9%
-400.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -3.5% | -9.0% | +5.5% | -2.4% |
| 30D | -20.6% | +7.2% | -27.8% | -21.5% |
| 3M | -17.6% | +20.9% | -38.4% | -20.3% |
| 6M | -23.5% | -13.0% | -10.5% | -23.9% |
| YTD | -13.6% | -43.8% | +30.2% | -9.5% |
| 1Y | -11.3% | -54.6% | +43.3% | -4.7% |
| 3Y | -16.9% | -58.5% | +41.5% | -11.9% |
| 5Y | +50.8% | -66.4% | +117.2% | +56.5% |
| All | -76.3% | +323.9% | -400.2% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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