-31.8%
PNR vs HRB
+16.9%
-48.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.4% | -1.1% | +3.1% |
| 7D | +11.9% | +16.0% | -4.1% | +11.4% |
| 30D | +37.1% | +32.1% | +5.1% | +35.7% |
| 3M | +5.7% | +21.5% | -15.8% | +5.0% |
| 6M | -5.7% | +82.1% | -87.8% | -6.1% |
| YTD | -29.8% | +31.6% | -61.4% | -26.7% |
| 1Y | -31.8% | +15.9% | -47.7% | -27.2% |
| All | -31.8% | +16.9% | -48.7% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling