+29.7%
RCL vs PEGA
-47.0%
+76.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | +0.6% | -8.6% | +9.3% | +1.5% |
| 30D | +19.4% | -10.1% | +29.5% | +20.5% |
| 3M | +9.8% | -4.7% | +14.5% | +9.8% |
| 6M | +28.6% | -8.0% | +36.6% | +28.5% |
| YTD | +22.2% | -47.1% | +69.3% | +23.4% |
| 1Y | +29.7% | -47.5% | +77.2% | +31.2% |
| All | +29.7% | -47.0% | +76.8% | +31.2% |
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