+70.0%
PFG vs HRB
+28.0%
+42.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.6% |
| 7D | +6.0% | -9.1% | +15.1% | +7.3% |
| 30D | +2.2% | +0.3% | +2.0% | +2.0% |
| 3M | +10.4% | +23.4% | -13.0% | +6.8% |
| 6M | +27.8% | +45.1% | -17.3% | +20.8% |
| YTD | +33.6% | +8.9% | +24.8% | +33.6% |
| 1Y | +49.3% | -7.9% | +57.2% | +54.4% |
| All | +70.0% | +28.0% | +42.0% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling