+72.9%
PBR vs HRB
+16.9%
+56.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.4% | -11.4% | -6.6% |
| 7D | -11.0% | +16.0% | -27.0% | -9.8% |
| 30D | -18.8% | +32.1% | -50.8% | -16.8% |
| 3M | +7.8% | +21.5% | -13.7% | +9.7% |
| 6M | -7.6% | +82.1% | -89.7% | -3.1% |
| YTD | +72.7% | +31.6% | +41.0% | +72.9% |
| 1Y | +72.9% | +15.9% | +57.1% | +73.2% |
| All | +72.9% | +16.9% | +56.0% | +73.2% |
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