+360.5%
RCL vs PEGA
+94.5%
+266.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | +0.6% | -8.6% | +9.3% | +3.8% |
| 30D | +19.4% | -10.1% | +29.5% | +23.6% |
| 3M | +9.8% | -4.7% | +14.5% | +10.3% |
| 6M | +28.6% | -8.0% | +36.6% | +29.0% |
| YTD | +22.2% | -47.1% | +69.3% | +47.5% |
| 1Y | +29.7% | -47.5% | +77.2% | +56.5% |
| 3Y | +265.3% | +40.2% | +225.1% | +162.8% |
| 5Y | +301.8% | -45.7% | +347.5% | +330.1% |
| 10Y | +360.5% | +85.1% | +275.4% | +201.0% |
| All | +360.5% | +94.5% | +266.0% | +201.0% |
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