+1,632.9%
PBR vs HRB
+1,224.1%
+408.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.5% | +10.0% | +5.6% |
| 7D | +2.5% | -9.1% | +11.5% | +5.5% |
| 30D | +19.4% | +0.3% | +19.1% | +18.0% |
| 3M | +20.8% | +23.4% | -2.6% | +10.5% |
| 6M | +23.5% | +45.1% | -21.6% | +4.9% |
| YTD | +83.4% | +8.9% | +74.5% | +70.5% |
| 1Y | +77.6% | -7.9% | +85.5% | +74.2% |
| 3Y | +99.9% | +27.9% | +71.9% | +68.6% |
| 5Y | +567.7% | +108.3% | +459.4% | +350.4% |
| 10Y | +621.5% | +208.4% | +413.1% | +285.3% |
| All | +1,632.9% | +1,224.1% | +408.8% | +453.1% |
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