-36.8%
PTC vs HRB
-9.2%
-27.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.6% | -2.8% |
| 7D | -13.6% | -10.6% | -3.0% | -10.4% |
| 30D | -14.7% | -0.8% | -13.8% | -14.8% |
| 3M | -5.9% | +19.1% | -25.0% | -11.9% |
| 6M | -21.1% | +48.7% | -69.8% | -31.3% |
| YTD | -26.0% | +7.1% | -33.1% | -34.8% |
| 1Y | -36.8% | -8.3% | -28.5% | -46.3% |
| All | -36.8% | -9.2% | -27.7% | -46.3% |
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