+75.6%
PBF vs HRB
+24.3%
+51.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | +3.8% | -7.8% | +11.6% | +4.3% |
| 30D | -22.2% | +15.7% | -37.9% | -22.8% |
| 3M | +1.3% | -5.5% | +6.8% | +1.3% |
| 6M | +69.0% | +41.1% | +27.9% | +62.6% |
| YTD | +166.5% | +20.4% | +146.1% | +159.3% |
| 1Y | +88.1% | +15.2% | +72.8% | +83.7% |
| All | +75.6% | +24.3% | +51.3% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling