+4.8%
PEP vs HRB
+8.1%
-3.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +4.6% | -4.0% | +8.7% | +4.8% |
| 30D | +14.0% | +15.8% | -1.8% | +13.4% |
| 3M | +5.4% | +12.0% | -6.6% | +5.0% |
| 6M | -5.1% | +40.7% | -45.9% | -5.4% |
| YTD | +3.1% | +21.0% | -17.9% | 0.0% |
| 1Y | +4.8% | +11.7% | -6.9% | +2.3% |
| All | +4.8% | +8.1% | -3.3% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling