-12.5%
PEP vs HRB
+28.7%
-41.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.1% |
| 7D | +0.1% | -9.1% | +9.2% | +0.8% |
| 30D | +0.7% | +0.3% | +0.4% | +0.5% |
| 3M | -0.5% | +23.4% | -23.9% | -2.2% |
| 6M | -11.3% | +45.1% | -56.4% | -13.6% |
| YTD | -0.6% | +8.9% | -9.5% | -0.2% |
| 1Y | +1.7% | -7.9% | +9.6% | +4.4% |
| 3Y | -12.5% | +27.9% | -40.4% | -14.7% |
| All | -12.5% | +28.7% | -41.2% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling