How do I change the timezone of the times shown in pages web analytics?

I want the timestamps in the web analytics to be in my local time and not 3 hours behind as it is right now.

Then you need to make sure your system time zone is following your local time zone.

For Windows:
https://support.microsoft.com/en-us/windows/how-to-set-your-time-and-time-zone-dfaa7122-479f-5b98-2a7b-fa0b6e01b261

For macOS:

Of course the time and date on my computer is set correctly.