+2,146.7%
PPL vs HRB
+3,493.9%
-1,347.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | 0.0% | -4.0% | +4.1% | +0.8% |
| 30D | +4.3% | +15.8% | -11.5% | +1.3% |
| 3M | +2.9% | +12.0% | -9.1% | +0.1% |
| 6M | +1.1% | +40.7% | -39.6% | -6.2% |
| YTD | +4.5% | +21.0% | -16.5% | -1.4% |
| 1Y | +0.1% | +11.7% | -11.6% | -4.1% |
| 3Y | +55.7% | +25.0% | +30.7% | +43.9% |
| 5Y | +47.6% | +141.0% | -93.4% | +17.9% |
| 10Y | +66.8% | +241.3% | -174.4% | +18.6% |
| All | +2,146.7% | +3,493.9% | -1,347.3% | +949.6% |
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