+6,346.6%
PTC vs HRB
+3,357.9%
+2,988.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.0% | -2.0% | -4.7% |
| 7D | -10.3% | -5.7% | -4.6% | -8.4% |
| 30D | +1.1% | +7.9% | -6.8% | -2.1% |
| 3M | +1.6% | +32.1% | -30.5% | -8.4% |
| 6M | -13.5% | +62.2% | -75.7% | -27.8% |
| YTD | -19.1% | +16.4% | -35.5% | -24.7% |
| 1Y | -33.9% | -0.3% | -33.6% | -35.5% |
| 3Y | -3.9% | +36.0% | -39.9% | -17.9% |
| 5Y | +6.0% | +125.2% | -119.2% | -26.8% |
| 10Y | +223.7% | +237.7% | -13.9% | +71.1% |
| All | +6,346.6% | +3,357.9% | +2,988.7% | +699.6% |
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 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