+3,372.6%
PFE vs HRB
+3,493.2%
-120.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | -4.7% | -2.4% | -2.3% | -4.3% |
| 30D | +3.4% | +15.7% | -12.4% | +0.4% |
| 3M | +9.2% | +11.4% | -2.1% | +6.3% |
| 6M | +15.8% | +40.7% | -24.9% | +7.2% |
| YTD | +23.4% | +21.0% | +2.5% | +16.4% |
| 1Y | +25.8% | +7.2% | +18.6% | +21.4% |
| 3Y | +17.8% | +29.2% | -11.3% | +7.7% |
| 5Y | -20.2% | +142.3% | -162.5% | -37.4% |
| 10Y | +49.6% | +253.1% | -203.5% | +0.4% |
| All | +3,372.6% | +3,493.2% | -120.6% | +947.3% |
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 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