+59.4%
PTC vs HRB
+150.3%
-90.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.5% | +1.2% |
| 7D | -0.2% | +2.7% | -2.9% | -0.9% |
| 30D | +0.8% | +22.1% | -21.3% | -4.2% |
| 3M | +32.1% | +15.7% | +16.4% | +26.7% |
| 6M | +42.6% | +83.3% | -40.7% | +22.5% |
| YTD | +12.0% | +25.0% | -13.0% | +3.1% |
| 1Y | +12.2% | +6.9% | +5.2% | +6.2% |
| 3Y | +31.2% | +39.0% | -7.8% | +15.8% |
| All | +59.4% | +150.3% | -90.9% | +29.6% |
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