+2.9%
PCG vs HRB
-5.9%
+8.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.5% | +10.1% | +3.5% |
| 7D | +5.4% | -9.1% | +14.5% | +5.2% |
| 30D | -15.1% | +0.3% | -15.4% | -14.9% |
| 3M | -9.8% | +23.4% | -33.2% | -8.7% |
| 6M | -18.0% | +45.1% | -63.1% | -16.0% |
| YTD | -7.2% | +8.9% | -16.1% | -4.8% |
| 1Y | +2.9% | -7.9% | +10.8% | +10.2% |
| All | +2.9% | -5.9% | +8.7% | +10.2% |
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