+128.7%
PM vs HRB
+104.8%
+23.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.7% |
| 7D | -1.2% | -10.6% | +9.4% | +0.1% |
| 30D | -0.2% | -0.8% | +0.7% | -0.2% |
| 3M | +4.9% | +19.1% | -14.1% | +2.3% |
| 6M | +9.0% | +48.7% | -39.7% | +3.0% |
| YTD | +17.8% | +7.1% | +10.7% | +17.2% |
| 1Y | +16.8% | -8.3% | +25.1% | +19.3% |
| 3Y | +125.4% | +25.8% | +99.6% | +112.0% |
| 5Y | +128.7% | +111.1% | +17.6% | +89.2% |
| All | +128.7% | +104.8% | +23.8% | +89.2% |
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 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