+42,231.2%
PGR vs HUBB
+152,391.5%
-110,160.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.6% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +4.9% | -10.0% | +14.9% | +5.1% |
| 3M | +7.6% | -1.6% | +9.2% | +7.6% |
| 6M | +8.3% | -3.1% | +11.3% | +8.2% |
| YTD | +1.7% | +4.6% | -2.9% | +1.6% |
| 1Y | -6.8% | +3.3% | -10.2% | -7.0% |
| 3Y | +73.4% | +46.6% | +26.9% | +72.4% |
| 5Y | +161.2% | +158.7% | +2.5% | +158.0% |
| 10Y | +819.5% | +443.5% | +376.0% | +801.0% |
| All | +42,231.2% | +152,391.5% | -110,160.3% | +43,150.4% |
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