+59.9%
PPL vs HRB
+36.4%
+23.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.2% |
| 7D | +2.7% | -5.7% | +8.3% | +3.0% |
| 30D | +0.5% | +7.9% | -7.4% | -0.2% |
| 3M | +0.7% | +32.1% | -31.5% | -1.5% |
| 6M | -7.6% | +62.2% | -69.8% | -11.2% |
| YTD | +1.8% | +16.4% | -14.6% | +1.4% |
| 1Y | -0.8% | -0.3% | -0.5% | +0.8% |
| All | +59.9% | +36.4% | +23.5% | +56.4% |
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