+143.4%
PEG vs HRB
+209.1%
-65.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.2% |
| 7D | -0.9% | -8.0% | +7.1% | +0.5% |
| 30D | -3.7% | -16.0% | +12.2% | -0.9% |
| 3M | -7.3% | +26.9% | -34.1% | -11.8% |
| 6M | -10.5% | +51.1% | -61.6% | -18.3% |
| YTD | -7.5% | +7.1% | -14.6% | -9.9% |
| 1Y | -8.7% | -9.6% | +0.9% | -8.0% |
| 3Y | +31.4% | +25.4% | +6.0% | +20.8% |
| 5Y | +37.8% | +114.9% | -77.1% | +9.8% |
| All | +143.4% | +209.1% | -65.8% | +67.8% |
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