-25.1%
RCL vs PEGA
-30.0%
+4.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | -5.1% | +3.3% | -8.4% | -5.5% |
| 30D | -19.0% | +17.7% | -36.8% | -21.0% |
| 3M | -9.6% | +5.8% | -15.4% | -10.8% |
| 6M | -6.7% | -20.3% | +13.6% | -5.3% |
| YTD | -3.9% | -37.1% | +33.2% | +0.7% |
| 1Y | -25.1% | -30.2% | +5.1% | -23.3% |
| All | -25.1% | -30.0% | +4.9% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling