-46.9%
PEGA vs HRB
+108.2%
-155.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.5% | +2.3% | -2.7% |
| 7D | -2.4% | -9.1% | +6.7% | -0.2% |
| 30D | +9.6% | +0.3% | +9.4% | +8.8% |
| 3M | +2.3% | +23.4% | -21.1% | -3.5% |
| 6M | -23.9% | +45.1% | -69.0% | -31.1% |
| YTD | -39.8% | +8.9% | -48.6% | -42.3% |
| 1Y | -37.4% | -7.9% | -29.5% | -38.2% |
| 3Y | +53.1% | +27.9% | +25.2% | +35.9% |
| All | -46.9% | +108.2% | -155.1% | -56.8% |
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 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