+89.8%
PCG vs HRB
+3,493.2%
-3,403.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.6% | +1.9% |
| 7D | -1.1% | -2.4% | +1.4% | -0.6% |
| 30D | +0.1% | +15.7% | -15.7% | -3.0% |
| 3M | -24.4% | +11.4% | -35.8% | -26.5% |
| 6M | -17.7% | +40.7% | -58.4% | -23.9% |
| YTD | -17.4% | +21.0% | -38.4% | -22.3% |
| 1Y | -19.4% | +7.2% | -26.6% | -22.4% |
| 3Y | -18.6% | +29.2% | -47.7% | -25.6% |
| 5Y | +10.2% | +142.3% | -132.1% | -13.2% |
| 10Y | -76.7% | +253.1% | -329.8% | -83.6% |
| All | +89.8% | +3,493.2% | -3,403.4% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling