-10.9%
NCLH vs PEGA
+49.1%
-60.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -3.0% |
| 7D | -4.6% | -6.1% | +1.5% | -3.2% |
| 30D | -19.9% | +6.4% | -26.3% | -21.3% |
| 3M | -22.0% | +2.9% | -24.9% | -23.1% |
| 6M | -28.3% | -23.8% | -4.5% | -24.3% |
| YTD | -33.5% | -41.1% | +7.6% | -25.7% |
| 1Y | -41.5% | -38.2% | -3.2% | -35.7% |
| All | -10.9% | +49.1% | -60.0% | -20.0% |
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