-58.0%
NCLH vs PEGA
+184.6%
-242.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.1% |
| 7D | -4.8% | -3.0% | -1.8% | -3.6% |
| 30D | -21.7% | +15.9% | -37.6% | -26.7% |
| 3M | -22.2% | +10.8% | -33.1% | -26.9% |
| 6M | -27.5% | -16.5% | -11.0% | -23.8% |
| YTD | -33.6% | -39.0% | +5.4% | -21.6% |
| 1Y | -45.0% | -37.3% | -7.7% | -36.5% |
| 3Y | -11.0% | +59.2% | -70.2% | -41.7% |
| 5Y | -39.7% | -44.9% | +5.1% | -34.1% |
| All | -58.0% | +184.6% | -242.6% | -71.6% |
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 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