+272.7%
PNC vs HRB
+209.1%
+63.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.6% | -8.0% | +7.5% | +1.9% |
| 30D | -4.4% | -16.0% | +11.6% | +0.5% |
| 3M | +5.2% | +26.9% | -21.6% | -3.5% |
| 6M | +20.6% | +51.1% | -30.5% | +2.8% |
| YTD | +19.8% | +7.1% | +12.7% | +13.9% |
| 1Y | +24.4% | -9.6% | +34.0% | +25.1% |
| 3Y | +131.2% | +25.4% | +105.8% | +101.0% |
| 5Y | +53.1% | +114.9% | -61.8% | +4.3% |
| All | +272.7% | +209.1% | +63.6% | +105.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling