+3,973.2%
PG vs HRB
+3,080.2%
+893.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -0.8% | -8.0% | +7.2% | +0.5% |
| 30D | +0.8% | -16.0% | +16.8% | +3.6% |
| 3M | -1.3% | +26.9% | -28.2% | -5.6% |
| 6M | -3.8% | +51.1% | -54.9% | -11.4% |
| YTD | +3.6% | +7.1% | -3.4% | +0.7% |
| 1Y | -5.7% | -9.6% | +3.9% | -5.7% |
| 3Y | +1.6% | +25.4% | -23.8% | -5.2% |
| 5Y | +14.6% | +114.9% | -100.3% | -4.4% |
| 10Y | +121.2% | +206.4% | -85.3% | +63.4% |
| All | +3,973.2% | +3,080.2% | +893.0% | +1,150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling