+379.0%
RCL vs PEGA
+99.2%
+279.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.9% | +6.9% | +4.4% |
| 7D | +5.0% | -10.0% | +14.9% | +8.9% |
| 30D | +19.4% | -12.7% | +32.1% | +24.8% |
| 3M | +5.9% | -4.6% | +10.5% | +6.3% |
| 6M | +23.8% | -13.1% | +36.9% | +26.8% |
| YTD | +22.8% | -47.6% | +70.4% | +48.7% |
| 1Y | +34.3% | -47.0% | +81.3% | +61.4% |
| 3Y | +276.4% | +42.0% | +234.4% | +169.1% |
| 5Y | +281.6% | -47.8% | +329.4% | +317.0% |
| 10Y | +379.0% | +92.0% | +287.0% | +210.5% |
| All | +379.0% | +99.2% | +279.8% | +210.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling