+3,159.9%
PEP vs HRB
+3,357.9%
-198.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | 0.0% |
| 7D | -1.4% | -5.7% | +4.3% | -0.4% |
| 30D | +0.2% | +7.9% | -7.7% | -1.4% |
| 3M | -1.1% | +32.1% | -33.2% | -6.3% |
| 6M | -13.5% | +62.2% | -75.7% | -21.6% |
| YTD | -1.2% | +16.4% | -17.6% | -5.4% |
| 1Y | -1.6% | -0.3% | -1.3% | -3.2% |
| 3Y | -12.5% | +36.0% | -48.6% | -19.8% |
| 5Y | +3.0% | +125.2% | -122.2% | -15.6% |
| 10Y | +73.9% | +237.7% | -163.7% | +24.4% |
| All | +3,159.9% | +3,357.9% | -198.0% | +743.9% |
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