+75.3%
PEP vs HRB
+209.1%
-133.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | -1.0% | -8.0% | +7.1% | +0.3% |
| 30D | -0.7% | -16.0% | +15.3% | +1.9% |
| 3M | -4.1% | +26.9% | -31.0% | -8.0% |
| 6M | -13.1% | +51.1% | -64.2% | -19.2% |
| YTD | -2.1% | +7.1% | -9.2% | -4.1% |
| 1Y | -1.7% | -9.6% | +8.0% | -0.9% |
| 3Y | -15.1% | +25.4% | -40.5% | -20.3% |
| 5Y | +3.1% | +114.9% | -111.8% | -13.8% |
| All | +75.3% | +209.1% | -133.9% | +32.0% |
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