+108.7%
PSLV vs HRB
+605.6%
-496.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -3.5% | -8.0% | +4.6% | -3.5% |
| 30D | -2.1% | -16.0% | +13.8% | -2.2% |
| 3M | -1.6% | +26.9% | -28.5% | -1.5% |
| 6M | -25.5% | +51.1% | -76.6% | -25.4% |
| YTD | -11.4% | +7.1% | -18.5% | -11.1% |
| 1Y | +48.6% | -9.6% | +58.2% | +49.4% |
| 3Y | +166.9% | +25.4% | +141.5% | +166.9% |
| 5Y | +152.4% | +114.9% | +37.5% | +150.8% |
| 10Y | +187.8% | +206.4% | -18.7% | +186.4% |
| All | +108.7% | +605.6% | -496.9% | +103.2% |
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