+46.2%
PFE vs HRB
+252.0%
-205.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.7% | -4.0% | +3.3% | -0.2% |
| 30D | +5.3% | +15.8% | -10.4% | +3.4% |
| 3M | +10.1% | +12.0% | -1.9% | +8.2% |
| 6M | +18.0% | +40.7% | -22.7% | +12.4% |
| YTD | +25.8% | +21.0% | +4.8% | +21.6% |
| 1Y | +28.4% | +11.7% | +16.8% | +25.5% |
| 3Y | +20.9% | +25.0% | -4.0% | +14.9% |
| 5Y | -21.5% | +141.0% | -162.5% | -33.3% |
| 10Y | +46.2% | +241.3% | -195.1% | +14.9% |
| All | +46.2% | +252.0% | -205.8% | +14.9% |
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 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