+108.7%
PFGC vs HRB
+104.8%
+3.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -3.7% | -10.6% | +6.9% | -1.7% |
| 30D | -16.0% | -0.8% | -15.1% | -16.2% |
| 3M | -4.1% | +19.1% | -23.2% | -8.2% |
| 6M | +8.7% | +48.7% | -40.0% | -1.6% |
| YTD | +6.4% | +7.1% | -0.8% | +4.9% |
| 1Y | -8.4% | -8.3% | 0.0% | -5.8% |
| 3Y | +61.8% | +25.8% | +35.9% | +45.0% |
| 5Y | +108.7% | +111.1% | -2.4% | +65.5% |
| All | +108.7% | +104.8% | +3.9% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling