+42,231.2%
PGR vs HRB
+3,080.2%
+39,151.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -0.6% | -8.0% | +7.4% | +1.4% |
| 30D | +4.9% | -16.0% | +20.9% | +9.5% |
| 3M | +7.6% | +26.9% | -19.2% | +0.7% |
| 6M | +8.3% | +51.1% | -42.9% | -4.0% |
| YTD | +1.7% | +7.1% | -5.3% | -2.2% |
| 1Y | -6.8% | -9.6% | +2.8% | -6.8% |
| 3Y | +73.4% | +25.4% | +48.0% | +56.6% |
| 5Y | +161.2% | +114.9% | +46.3% | +99.9% |
| 10Y | +819.5% | +206.4% | +613.0% | +484.0% |
| All | +42,231.2% | +3,080.2% | +39,151.0% | +13,013.0% |
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