+1,222.4%
PEGA vs HRB
+1,809.8%
-587.3%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.3% |
| 7D | +3.3% | -5.7% | +9.0% | +5.1% |
| 30D | +17.7% | +7.9% | +9.8% | +13.9% |
| 3M | +5.8% | +32.1% | -26.3% | -3.8% |
| 6M | -20.3% | +62.2% | -82.5% | -32.7% |
| YTD | -37.1% | +16.4% | -53.5% | -41.2% |
| 1Y | -30.2% | -0.3% | -29.9% | -31.8% |
| 3Y | +48.1% | +36.0% | +12.1% | +27.8% |
| 5Y | -46.8% | +125.2% | -172.0% | -62.0% |
| 10Y | +191.3% | +237.7% | -46.3% | +65.3% |
| All | +1,222.4% | +1,809.8% | -587.3% | +186.9% |
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