+3,280.0%
PFE vs HRB
+3,357.9%
-77.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.7% | -0.5% |
| 7D | +1.8% | -5.7% | +7.4% | +2.9% |
| 30D | +10.2% | +7.9% | +2.3% | +8.2% |
| 3M | +12.7% | +32.1% | -19.4% | +6.0% |
| 6M | +10.5% | +62.2% | -51.7% | -1.0% |
| YTD | +20.2% | +16.4% | +3.8% | +14.4% |
| 1Y | +24.1% | -0.3% | +24.3% | +21.6% |
| 3Y | -3.6% | +36.0% | -39.6% | -12.8% |
| 5Y | -20.9% | +125.2% | -146.1% | -37.0% |
| 10Y | +35.8% | +237.7% | -201.8% | -7.9% |
| All | +3,280.0% | +3,357.9% | -77.9% | +929.1% |
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