+89.6%
PEP vs HRB
+252.0%
-162.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +4.6% | -4.0% | +8.7% | +5.3% |
| 30D | +14.0% | +15.8% | -1.8% | +11.4% |
| 3M | +5.4% | +12.0% | -6.6% | +3.1% |
| 6M | -5.1% | +40.7% | -45.9% | -10.6% |
| YTD | +3.1% | +21.0% | -17.9% | -1.0% |
| 1Y | +4.8% | +11.7% | -6.9% | +1.9% |
| 3Y | -4.1% | +25.0% | -29.1% | -9.7% |
| 5Y | +3.0% | +141.0% | -138.1% | -15.5% |
| 10Y | +89.6% | +241.3% | -151.7% | +39.0% |
| All | +89.6% | +252.0% | -162.4% | +39.0% |
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