+180.4%
PBF vs HRB
-6.2%
+186.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.6% |
| 7D | +5.3% | -8.0% | +13.4% | +5.4% |
| 30D | +11.7% | -16.0% | +27.7% | +12.1% |
| 3M | +91.1% | +26.9% | +64.2% | +84.7% |
| 6M | +88.4% | +51.1% | +37.3% | +80.9% |
| YTD | +194.1% | +7.1% | +187.0% | +184.4% |
| 1Y | +180.4% | -9.6% | +190.0% | +162.7% |
| All | +180.4% | -6.2% | +186.6% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling