+17.3%
PRU vs HRB
-9.2%
+26.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -1.9% | -10.6% | +8.7% | -0.9% |
| 30D | -2.6% | -0.8% | -1.8% | -2.6% |
| 3M | +14.7% | +19.1% | -4.4% | +12.6% |
| 6M | +25.7% | +48.7% | -23.0% | +21.0% |
| YTD | +8.3% | +7.1% | +1.2% | +12.0% |
| 1Y | +17.3% | -8.3% | +25.6% | +22.0% |
| All | +17.3% | -9.2% | +26.5% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling