-33.8%
CCL vs PEGA
+94.9%
-128.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.4% | -5.2% |
| 7D | -0.3% | -4.6% | +4.2% | +1.4% |
| 30D | +10.3% | -6.8% | +17.1% | +13.1% |
| 3M | +6.6% | +2.6% | +4.0% | +3.9% |
| 6M | +20.0% | -5.4% | +25.4% | +19.0% |
| YTD | -1.9% | -46.0% | +44.2% | +21.3% |
| 1Y | +10.4% | -45.6% | +56.1% | +35.9% |
| 3Y | +134.8% | +43.2% | +91.7% | +59.5% |
| 5Y | +34.0% | -45.3% | +79.3% | +42.5% |
| All | -33.8% | +94.9% | -128.7% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling