-14.8%
PNR vs HRB
+25.9%
-40.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -6.0% | -8.0% | +2.0% | -5.2% |
| 30D | -14.0% | -16.0% | +2.0% | -12.4% |
| 3M | -21.7% | +26.9% | -48.6% | -23.9% |
| 6M | -37.3% | +51.1% | -88.4% | -40.5% |
| YTD | -45.1% | +7.1% | -52.2% | -44.4% |
| 1Y | -49.1% | -9.6% | -39.5% | -46.8% |
| 3Y | -14.8% | +25.4% | -40.2% | -24.9% |
| All | -14.8% | +25.9% | -40.7% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling