+2,878.2%
PEG vs HRB
+3,134.5%
-256.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +1.9% |
| 7D | +1.0% | -9.1% | +10.1% | +2.7% |
| 30D | -1.9% | +0.3% | -2.1% | -2.3% |
| 3M | -3.7% | +23.4% | -27.1% | -7.9% |
| 6M | -9.4% | +45.1% | -54.6% | -16.8% |
| YTD | -6.0% | +8.9% | -14.9% | -9.2% |
| 1Y | -4.4% | -7.9% | +3.6% | -4.9% |
| 3Y | +33.5% | +27.9% | +5.6% | +22.9% |
| 5Y | +35.7% | +108.3% | -72.6% | +11.8% |
| 10Y | +140.4% | +208.4% | -68.0% | +74.1% |
| All | +2,878.2% | +3,134.5% | -256.3% | +1,192.2% |
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