+48.8%
PFE vs HRB
+221.6%
-172.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -1.7% | -5.1% | +3.4% | -1.1% |
| 30D | +0.3% | +8.7% | -8.3% | -0.7% |
| 3M | +9.4% | -5.4% | +14.8% | +9.9% |
| 6M | +14.9% | +41.6% | -26.7% | +9.2% |
| YTD | +23.8% | +18.7% | +5.1% | +19.9% |
| 1Y | +19.5% | +16.4% | +3.1% | +16.0% |
| 3Y | +21.0% | +22.0% | -0.9% | +15.3% |
| 5Y | -23.9% | +141.2% | -165.1% | -35.5% |
| All | +48.8% | +221.6% | -172.8% | +16.8% |
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