+17.0%
CCL vs PEGA
-47.6%
+64.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.1% | +4.8% |
| 7D | +3.1% | -10.0% | +13.0% | +4.8% |
| 30D | +17.5% | -12.7% | +30.2% | +20.0% |
| 3M | +6.8% | -4.6% | +11.4% | +7.0% |
| 6M | +18.7% | -13.1% | +31.8% | +20.1% |
| YTD | +3.0% | -47.6% | +50.6% | +17.8% |
| All | +17.0% | -47.6% | +64.6% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling