+1,049.0%
PEGA vs HRB
+1,846.8%
-797.8%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.7% |
| 7D | +0.1% | -5.1% | +5.2% | +1.7% |
| 30D | -4.1% | +8.7% | -12.8% | -6.6% |
| 3M | -2.8% | -5.4% | +2.6% | -1.4% |
| 6M | -0.4% | +41.6% | -42.0% | -11.5% |
| YTD | -45.4% | +18.7% | -64.0% | -49.3% |
| 1Y | -42.6% | +16.4% | -59.1% | -46.5% |
| 3Y | +45.4% | +22.0% | +23.4% | +30.0% |
| 5Y | -44.6% | +141.2% | -185.8% | -61.2% |
| 10Y | +91.2% | +223.1% | -132.0% | +10.1% |
| All | +1,049.0% | +1,846.8% | -797.8% | +147.4% |
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