-23.1%
PPG vs HRB
+114.1%
-137.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -6.2% | -8.0% | +1.8% | -5.2% |
| 30D | -7.9% | -16.0% | +8.0% | -5.8% |
| 3M | -10.2% | +26.9% | -37.1% | -13.8% |
| 6M | +2.7% | +51.1% | -48.5% | -4.9% |
| YTD | +4.9% | +7.1% | -2.2% | +4.5% |
| 1Y | -3.2% | -9.6% | +6.4% | +0.3% |
| 3Y | -17.0% | +25.4% | -42.4% | -23.3% |
| All | -23.1% | +114.1% | -137.1% | -37.1% |
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