-25.3%
CCL vs PEGA
-35.6%
+10.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.5% |
| 7D | -0.1% | -2.4% | +2.3% | +0.3% |
| 30D | -20.0% | +9.6% | -29.6% | -21.6% |
| 3M | -13.7% | +2.3% | -16.0% | -14.7% |
| 6M | -9.0% | -23.9% | +14.9% | -5.2% |
| YTD | -22.8% | -39.8% | +17.0% | -14.3% |
| 1Y | -25.3% | -37.4% | +12.1% | -18.5% |
| All | -25.3% | -35.6% | +10.3% | -18.5% |
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