+20.3%
PFE vs HRB
-9.2%
+29.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -4.3% | -10.6% | +6.3% | -4.0% |
| 30D | +2.7% | -0.8% | +3.5% | +2.7% |
| 3M | +10.0% | +19.1% | -9.1% | +9.5% |
| 6M | +7.2% | +48.7% | -41.5% | +6.3% |
| YTD | +17.3% | +7.1% | +10.2% | +20.7% |
| 1Y | +20.3% | -8.3% | +28.6% | +29.0% |
| All | +20.3% | -9.2% | +29.5% | +29.0% |
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