+105.7%
PCG vs HRB
+3,357.9%
-3,252.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +3.2% |
| 7D | -13.9% | -5.7% | -8.2% | -12.8% |
| 30D | -16.9% | +7.9% | -24.8% | -18.3% |
| 3M | -14.7% | +32.1% | -46.9% | -19.7% |
| 6M | -23.8% | +62.2% | -86.1% | -31.9% |
| YTD | -10.5% | +16.4% | -26.9% | -14.9% |
| 1Y | -5.1% | -0.3% | -4.8% | -7.1% |
| 3Y | -11.6% | +36.0% | -47.6% | -19.9% |
| 5Y | +59.0% | +125.2% | -66.2% | +27.3% |
| 10Y | -75.7% | +237.7% | -313.4% | -82.7% |
| All | +105.7% | +3,357.9% | -3,252.2% | -16.2% |
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 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