+2,547.4%
PPG vs HRB
+3,063.3%
-515.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -5.1% | -12.2% | +7.0% | -1.8% |
| 30D | -9.6% | -3.0% | -6.6% | -9.4% |
| 3M | -6.4% | +21.7% | -28.1% | -12.4% |
| 6M | +0.5% | +52.3% | -51.8% | -13.0% |
| YTD | +4.4% | +6.5% | -2.0% | -0.8% |
| 1Y | -0.9% | -6.7% | +5.8% | -2.5% |
| 3Y | -17.0% | +25.1% | -42.1% | -26.6% |
| 5Y | -23.7% | +113.8% | -137.4% | -43.6% |
| 10Y | +25.9% | +204.8% | -178.9% | -22.4% |
| All | +2,547.4% | +3,063.3% | -515.9% | +635.8% |
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