+172.4%
PEGA vs HRB
+209.1%
-36.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.3% |
| 7D | -3.0% | -8.0% | +5.0% | -0.9% |
| 30D | +15.9% | -16.0% | +31.9% | +21.0% |
| 3M | +10.8% | +26.9% | -16.0% | +3.6% |
| 6M | -16.5% | +51.1% | -67.6% | -25.9% |
| YTD | -39.0% | +7.1% | -46.1% | -41.1% |
| 1Y | -37.3% | -9.6% | -27.7% | -37.0% |
| 3Y | +59.2% | +25.4% | +33.8% | +43.3% |
| 5Y | -44.9% | +114.9% | -159.8% | -57.6% |
| All | +172.4% | +209.1% | -36.7% | +82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling