-21.4%
PFE vs HRB
+104.8%
-126.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -4.3% | -10.6% | +6.3% | -3.5% |
| 30D | +2.7% | -0.8% | +3.5% | +2.6% |
| 3M | +10.0% | +19.1% | -9.1% | +8.2% |
| 6M | +7.2% | +48.7% | -41.5% | +3.2% |
| YTD | +17.3% | +7.1% | +10.2% | +16.6% |
| 1Y | +20.3% | -8.3% | +28.6% | +21.6% |
| 3Y | -1.6% | +25.8% | -27.5% | -5.3% |
| 5Y | -21.4% | +111.1% | -132.5% | -23.3% |
| All | -21.4% | +104.8% | -126.2% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling