-10.2%
PTC vs HRB
+25.2%
-35.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | -14.2% | -12.2% | -2.1% | -11.2% |
| 30D | -14.4% | -3.0% | -11.5% | -14.0% |
| 3M | -4.7% | +21.7% | -26.4% | -10.0% |
| 6M | -19.3% | +52.3% | -71.6% | -28.1% |
| YTD | -26.1% | +6.5% | -32.6% | -30.2% |
| 1Y | -37.1% | -6.7% | -30.4% | -39.4% |
| All | -10.2% | +25.2% | -35.4% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling