-40.5%
NCLH vs PEGA
-48.2%
+7.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -2.8% |
| 7D | -4.6% | -6.1% | +1.5% | -2.6% |
| 30D | -19.9% | +6.4% | -26.3% | -21.9% |
| 3M | -22.0% | +2.9% | -24.9% | -23.7% |
| 6M | -28.3% | -23.8% | -4.5% | -22.7% |
| YTD | -33.5% | -41.1% | +7.6% | -22.5% |
| 1Y | -41.5% | -38.2% | -3.2% | -33.5% |
| 3Y | -8.9% | +49.8% | -58.7% | -33.5% |
| 5Y | -40.5% | -48.0% | +7.6% | -31.5% |
| All | -40.5% | -48.2% | +7.7% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling