-16.0%
PCG vs HRB
+16.9%
-32.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +1.0% |
| 7D | +1.9% | +16.0% | -14.1% | +2.5% |
| 30D | +8.5% | +32.1% | -23.6% | +9.6% |
| 3M | -22.9% | +21.5% | -44.4% | -22.1% |
| 6M | -16.8% | +82.1% | -98.8% | -13.4% |
| YTD | -15.8% | +31.6% | -47.4% | -15.9% |
| 1Y | -16.0% | +15.9% | -31.9% | -19.0% |
| All | -16.0% | +16.9% | -32.9% | -19.0% |
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