-75.3%
PCG vs HRB
+205.6%
-280.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.6% | -3.8% |
| 7D | +6.5% | -10.6% | +17.1% | +9.4% |
| 30D | -16.7% | -0.8% | -15.9% | -17.0% |
| 3M | -14.2% | +19.1% | -33.2% | -18.8% |
| 6M | -21.5% | +48.7% | -70.2% | -31.0% |
| YTD | -11.2% | +7.1% | -18.3% | -14.7% |
| 1Y | -4.2% | -8.3% | +4.1% | -3.9% |
| 3Y | -14.9% | +25.8% | -40.7% | -24.9% |
| 5Y | +54.2% | +111.1% | -56.8% | +9.9% |
| 10Y | -75.3% | +206.6% | -281.9% | -85.1% |
| All | -75.3% | +205.6% | -280.9% | -85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling