+41.7%
PEG vs HRB
+140.6%
-98.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.9% | +1.6% |
| 7D | +4.5% | -5.1% | +9.6% | +5.0% |
| 30D | +7.5% | +8.7% | -1.1% | +6.7% |
| 3M | +0.8% | -5.4% | +6.2% | +1.1% |
| 6M | 0.0% | +41.6% | -41.5% | -3.7% |
| YTD | -3.0% | +18.7% | -21.7% | -4.2% |
| 1Y | -4.7% | +16.4% | -21.2% | -5.7% |
| 3Y | +36.5% | +22.0% | +14.5% | +31.6% |
| All | +41.7% | +140.6% | -98.9% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling