-76.5%
PCG vs HRB
+226.2%
-302.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.0% | -7.8% | +5.8% | 0.0% |
| 30D | -2.7% | +15.7% | -18.4% | -6.5% |
| 3M | -25.1% | -5.5% | -19.6% | -24.4% |
| 6M | -22.3% | +41.1% | -63.4% | -30.0% |
| YTD | -18.5% | +20.4% | -38.9% | -24.3% |
| 1Y | -21.8% | +15.2% | -37.1% | -26.6% |
| 3Y | -21.0% | +24.3% | -45.3% | -29.5% |
| 5Y | +8.1% | +144.7% | -136.6% | -26.2% |
| All | -76.5% | +226.2% | -302.7% | -85.7% |
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 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