-21.0%
PCG vs HRB
+36.2%
-57.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.3% | -1.8% |
| 7D | -1.6% | +2.7% | -4.3% | -1.7% |
| 30D | +1.4% | +22.1% | -20.7% | +0.5% |
| 3M | -23.4% | +15.7% | -39.1% | -23.9% |
| 6M | -19.4% | +83.3% | -102.7% | -21.8% |
| YTD | -18.5% | +25.0% | -43.5% | -17.7% |
| 1Y | -19.5% | +6.9% | -26.5% | -16.9% |
| 3Y | -21.0% | +39.0% | -60.0% | -23.4% |
| All | -21.0% | +36.2% | -57.2% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling