-27.6%
NCLH vs PEGA
+455.7%
-483.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | +0.2% | +0.1% | +0.1% | 0.0% |
| 30D | +20.8% | -4.1% | +24.9% | +22.1% |
| 3M | -8.1% | -2.8% | -5.3% | -8.1% |
| 6M | +11.8% | -0.4% | +12.3% | +9.0% |
| YTD | -19.5% | -45.4% | +25.9% | -3.0% |
| 1Y | -3.2% | -42.6% | +39.4% | +14.1% |
| 3Y | +37.1% | +45.4% | -8.3% | -1.8% |
| 5Y | -29.9% | -44.6% | +14.7% | -27.8% |
| 10Y | -53.3% | +91.2% | -144.4% | -67.3% |
| All | -27.6% | +455.7% | -483.3% | -55.9% |
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