+801.9%
PBF vs HRB
+104.8%
+697.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +1.4% | -10.6% | +12.0% | +3.0% |
| 30D | +15.8% | -0.8% | +16.7% | +15.3% |
| 3M | +90.3% | +19.1% | +71.2% | +82.0% |
| 6M | +102.8% | +48.7% | +54.1% | +85.3% |
| YTD | +187.3% | +7.1% | +180.2% | +180.1% |
| 1Y | +161.8% | -8.3% | +170.2% | +163.4% |
| 3Y | +55.5% | +25.8% | +29.6% | +39.0% |
| 5Y | +801.9% | +111.1% | +690.8% | +682.0% |
| All | +801.9% | +104.8% | +697.1% | +682.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling