-27.1%
NCLH vs PEGA
+449.1%
-476.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.8% |
| 7D | +1.7% | -4.6% | +6.2% | +3.3% |
| 30D | +17.9% | -6.8% | +24.7% | +20.5% |
| 3M | -4.5% | +2.6% | -7.1% | -6.6% |
| 6M | +12.9% | -5.4% | +18.2% | +12.2% |
| YTD | -19.1% | -46.0% | +27.0% | -2.0% |
| 1Y | -4.6% | -45.6% | +41.0% | +14.9% |
| 3Y | +37.0% | +43.2% | -6.1% | -1.2% |
| 5Y | -29.5% | -45.3% | +15.7% | -27.0% |
| 10Y | -53.0% | +88.9% | -141.9% | -67.0% |
| All | -27.1% | +449.1% | -476.2% | -55.4% |
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