+2,090.1%
PPL vs HUBB
+152,497.6%
-150,407.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.7% | +0.5% | +2.1% | +2.7% |
| 30D | +0.5% | -10.0% | +10.5% | +0.5% |
| 3M | +0.7% | -4.8% | +5.4% | +0.7% |
| 6M | -7.6% | -5.6% | -2.0% | -7.6% |
| YTD | +1.8% | +4.7% | -2.8% | +1.8% |
| 1Y | -0.8% | +6.7% | -7.4% | -0.8% |
| 3Y | +56.9% | +45.8% | +11.1% | +56.3% |
| 5Y | +39.5% | +145.9% | -106.4% | +38.5% |
| 10Y | +55.4% | +418.6% | -363.2% | +53.6% |
| All | +2,090.1% | +152,497.6% | -150,407.5% | +2,073.1% |
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