+3,485.2%
PNR vs HRB
+3,081.6%
+403.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.5% |
| 7D | -3.9% | -10.6% | +6.7% | -1.2% |
| 30D | -13.8% | -0.8% | -13.0% | -14.1% |
| 3M | -22.5% | +19.1% | -41.6% | -26.5% |
| 6M | -37.2% | +48.7% | -85.9% | -44.5% |
| YTD | -44.2% | +7.1% | -51.3% | -46.6% |
| 1Y | -46.6% | -8.3% | -38.3% | -46.9% |
| 3Y | -12.5% | +25.8% | -38.3% | -21.4% |
| 5Y | -19.3% | +111.1% | -130.4% | -37.9% |
| 10Y | +67.5% | +206.6% | -139.1% | +10.6% |
| All | +3,485.2% | +3,081.6% | +403.6% | +1,486.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling