+61.3%
PFGC vs HRB
+25.9%
+35.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -3.7% | -10.6% | +6.9% | -2.9% |
| 30D | -16.0% | -0.8% | -15.1% | -16.0% |
| 3M | -4.1% | +19.1% | -23.2% | -6.1% |
| 6M | +8.7% | +48.7% | -40.0% | +3.9% |
| YTD | +6.4% | +7.1% | -0.8% | +8.0% |
| 1Y | -8.4% | -8.3% | 0.0% | -4.3% |
| All | +61.3% | +25.9% | +35.4% | +46.2% |
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