+2.7%
PTC vs HRB
+112.6%
-109.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.5% | +1.0% | -3.9% |
| 7D | -12.8% | -9.1% | -3.7% | -10.7% |
| 30D | -9.8% | +0.3% | -10.0% | -10.1% |
| 3M | -2.1% | +23.4% | -25.5% | -7.3% |
| 6M | -18.1% | +45.1% | -63.2% | -25.7% |
| YTD | -23.5% | +8.9% | -32.4% | -26.9% |
| 1Y | -37.4% | -7.9% | -29.4% | -38.4% |
| 3Y | -7.2% | +27.9% | -35.2% | -16.2% |
| 5Y | +2.7% | +108.3% | -105.7% | -13.2% |
| All | +2.7% | +112.6% | -109.9% | -13.2% |
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 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