-20.3%
PNR vs HRB
+114.1%
-134.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -6.0% | -8.0% | +2.0% | -4.6% |
| 30D | -14.0% | -16.0% | +2.0% | -11.2% |
| 3M | -21.7% | +26.9% | -48.6% | -25.7% |
| 6M | -37.3% | +51.1% | -88.4% | -43.1% |
| YTD | -45.1% | +7.1% | -52.2% | -45.8% |
| 1Y | -49.1% | -9.6% | -39.5% | -47.6% |
| 3Y | -14.8% | +25.4% | -40.2% | -22.7% |
| All | -20.3% | +114.1% | -134.4% | -35.1% |
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