+48.8%
PRU vs HRB
+127.3%
-78.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.2% |
| 7D | +1.9% | -5.7% | +7.5% | +3.0% |
| 30D | +2.7% | +7.9% | -5.2% | +0.8% |
| 3M | +19.5% | +32.1% | -12.7% | +12.0% |
| 6M | +26.6% | +62.2% | -35.6% | +12.5% |
| YTD | +12.3% | +16.4% | -4.1% | +8.4% |
| 1Y | +18.0% | -0.3% | +18.3% | +18.1% |
| 3Y | +47.0% | +36.0% | +11.0% | +33.0% |
| All | +48.8% | +127.3% | -78.5% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling