-43.4%
CCL vs PEGA
+180.6%
-223.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.8% |
| 7D | -4.3% | -5.3% | +1.0% | -2.1% |
| 30D | -19.0% | +8.3% | -27.3% | -22.1% |
| 3M | -13.1% | +8.9% | -22.0% | -17.8% |
| 6M | -13.3% | -19.7% | +6.4% | -7.3% |
| YTD | -25.2% | -39.9% | +14.7% | -11.1% |
| 1Y | -27.2% | -36.4% | +9.2% | -16.4% |
| 3Y | +49.2% | +52.8% | -3.6% | +1.0% |
| 5Y | +0.4% | -45.7% | +46.0% | +8.7% |
| All | -43.4% | +180.6% | -223.9% | -61.9% |
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