+62.8%
PNR vs HUBB
+446.9%
-384.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -1.3% |
| 7D | -6.0% | -0.1% | -6.0% | -6.0% |
| 30D | -14.0% | -10.0% | -4.0% | -8.5% |
| 3M | -21.7% | -1.6% | -20.1% | -22.1% |
| 6M | -37.3% | -3.1% | -34.2% | -37.4% |
| YTD | -45.1% | +4.6% | -49.7% | -48.2% |
| 1Y | -49.1% | +3.3% | -52.5% | -51.9% |
| 3Y | -14.8% | +46.6% | -61.4% | -38.4% |
| 5Y | -21.0% | +158.7% | -179.7% | -62.2% |
| All | +62.8% | +446.9% | -384.1% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling