+55.1%
PCG vs HUBS
-66.3%
+121.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | 0.0% | -4.0% |
| 7D | +6.5% | -6.2% | +12.7% | +6.9% |
| 30D | -16.7% | +6.6% | -23.3% | -17.3% |
| 3M | -14.2% | +16.4% | -30.6% | -15.7% |
| 6M | -21.5% | -19.7% | -1.7% | -21.0% |
| YTD | -11.2% | -42.6% | +31.5% | -8.1% |
| 1Y | -4.2% | -54.2% | +50.0% | +1.1% |
| 3Y | -14.9% | -57.1% | +42.3% | -11.3% |
| All | +55.1% | -66.3% | +121.4% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling