+2,090.1%
PPL vs HRB
+3,357.9%
-1,267.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.7% |
| 7D | +2.7% | -5.7% | +8.3% | +3.8% |
| 30D | +0.5% | +7.9% | -7.4% | -1.3% |
| 3M | +0.7% | +32.1% | -31.5% | -5.1% |
| 6M | -7.6% | +62.2% | -69.8% | -17.0% |
| YTD | +1.8% | +16.4% | -14.6% | -2.9% |
| 1Y | -0.8% | -0.3% | -0.5% | -2.7% |
| 3Y | +56.9% | +36.0% | +20.8% | +42.7% |
| 5Y | +39.5% | +125.2% | -85.7% | +13.0% |
| 10Y | +55.4% | +237.7% | -182.3% | +11.0% |
| All | +2,090.1% | +3,357.9% | -1,267.8% | +933.4% |
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 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