+35.8%
PCAR vs HRB
+22.6%
+13.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +4.9% | -5.1% | +10.0% | +5.3% |
| 30D | -1.4% | +8.7% | -10.1% | -2.0% |
| 3M | -18.1% | -5.4% | -12.7% | -18.0% |
| 6M | -4.0% | +41.6% | -45.6% | -6.6% |
| YTD | -1.5% | +18.7% | -20.1% | +0.3% |
| 1Y | +13.2% | +16.4% | -3.3% | +15.6% |
| 3Y | +35.8% | +22.0% | +13.8% | +33.1% |
| All | +35.8% | +22.6% | +13.2% | +33.1% |
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 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