+315.0%
PBF vs HRB
+340.1%
-25.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | +6.5% | -5.1% | +11.5% | +8.6% |
| 30D | -20.0% | +8.7% | -28.7% | -22.9% |
| 3M | -3.3% | -5.4% | +2.1% | -2.3% |
| 6M | +76.8% | +41.6% | +35.2% | +48.5% |
| YTD | +168.9% | +18.7% | +150.3% | +138.0% |
| 1Y | +96.4% | +16.4% | +79.9% | +75.0% |
| 3Y | +77.2% | +22.0% | +55.2% | +46.1% |
| 5Y | +417.7% | +141.2% | +276.5% | +186.4% |
| 10Y | +264.7% | +223.1% | +41.6% | +60.3% |
| All | +315.0% | +340.1% | -25.1% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling