+279.7%
CCL vs PEGA
+991.9%
-712.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.1% | +4.7% |
| 7D | +3.1% | -10.0% | +13.0% | +4.7% |
| 30D | +17.5% | -12.7% | +30.2% | +19.8% |
| 3M | +6.8% | -4.6% | +11.4% | +7.2% |
| 6M | +18.7% | -13.1% | +31.8% | +20.2% |
| YTD | +3.0% | -47.6% | +50.6% | +11.6% |
| 1Y | +17.7% | -47.0% | +64.7% | +27.3% |
| 3Y | +155.6% | +42.0% | +113.6% | +134.4% |
| 5Y | +30.2% | -47.8% | +78.0% | +34.8% |
| 10Y | -28.5% | +92.0% | -120.5% | -35.2% |
| All | +279.7% | +991.9% | -712.2% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling