+8,817.5%
PTC vs HRB
+3,613.7%
+5,203.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.5% | +1.7% |
| 7D | -0.2% | +2.7% | -2.9% | -1.2% |
| 30D | +0.8% | +22.1% | -21.3% | -6.2% |
| 3M | +32.1% | +15.7% | +16.4% | +24.3% |
| 6M | +42.6% | +83.3% | -40.7% | +13.9% |
| YTD | +12.0% | +25.0% | -13.0% | +1.2% |
| 1Y | +12.2% | +6.9% | +5.2% | +6.6% |
| 3Y | +31.2% | +39.0% | -7.8% | +10.9% |
| 5Y | +54.9% | +146.4% | -91.5% | +3.4% |
| 10Y | +343.1% | +254.4% | +88.7% | +129.7% |
| All | +8,817.5% | +3,613.7% | +5,203.7% | +974.8% |
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 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