+15,068.3%
PCAR vs HRB
+3,357.9%
+11,710.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.1% | +1.4% |
| 7D | -0.5% | -5.7% | +5.2% | +1.3% |
| 30D | -6.2% | +7.9% | -14.1% | -9.1% |
| 3M | +5.9% | +32.1% | -26.2% | -4.4% |
| 6M | +0.4% | +62.2% | -61.8% | -16.8% |
| YTD | +14.8% | +16.4% | -1.6% | +5.2% |
| 1Y | +30.1% | -0.3% | +30.4% | +25.0% |
| 3Y | +66.7% | +36.0% | +30.6% | +41.2% |
| 5Y | +166.1% | +125.2% | +40.9% | +84.2% |
| 10Y | +353.7% | +237.7% | +116.0% | +144.6% |
| All | +15,068.3% | +3,357.9% | +11,710.4% | +3,146.7% |
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