+57.2%
PEGA vs HRB
+28.0%
+29.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.5% | +2.3% | -2.8% |
| 7D | -2.4% | -9.1% | +6.7% | -0.4% |
| 30D | +9.6% | +0.3% | +9.4% | +8.8% |
| 3M | +2.3% | +23.4% | -21.1% | -3.3% |
| 6M | -23.9% | +45.1% | -69.0% | -30.5% |
| YTD | -39.8% | +8.9% | -48.6% | -43.1% |
| 1Y | -37.4% | -7.9% | -29.5% | -39.8% |
| All | +57.2% | +28.0% | +29.2% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling