+47.9%
PFG vs HRB
+16.9%
+31.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.3% | +3.8% |
| 7D | +4.9% | +16.0% | -11.2% | +3.8% |
| 30D | +5.7% | +32.1% | -26.4% | +3.6% |
| 3M | +2.6% | +21.5% | -18.9% | +1.1% |
| 6M | +19.8% | +82.1% | -62.3% | +16.5% |
| YTD | +36.3% | +31.6% | +4.7% | +37.4% |
| 1Y | +47.9% | +15.9% | +32.0% | +51.9% |
| All | +47.9% | +16.9% | +31.0% | +51.9% |
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 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