+146.4%
CCL vs PEGA
+43.4%
+103.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.3% |
| 7D | +3.1% | -4.5% | +7.6% | +4.3% |
| 30D | +13.7% | -5.7% | +19.4% | +15.1% |
| 3M | +3.8% | +2.6% | +1.2% | +2.4% |
| 6M | +9.3% | -10.6% | +19.9% | +10.7% |
| YTD | -1.1% | -45.5% | +44.4% | +12.9% |
| 1Y | +14.6% | -44.8% | +59.3% | +30.1% |
| 3Y | +146.4% | +45.5% | +100.9% | +113.5% |
| All | +146.4% | +43.4% | +103.0% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling