+46.4%
PFG vs HRB
-6.2%
+52.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | -0.4% | -8.0% | +7.6% | 0.0% |
| 30D | +2.9% | -16.0% | +18.8% | +3.7% |
| 3M | +6.7% | +26.9% | -20.1% | +5.8% |
| 6M | +33.8% | +51.1% | -17.4% | +32.3% |
| YTD | +35.0% | +7.1% | +27.9% | +34.5% |
| 1Y | +46.4% | -9.6% | +56.0% | +41.4% |
| All | +46.4% | -6.2% | +52.6% | +41.4% |
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