+241.9%
RCL vs PEGA
+46.3%
+195.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +17.8% | -4.1% | +22.0% | +18.5% |
| 3M | +4.9% | -2.8% | +7.8% | +4.9% |
| 6M | +23.7% | -0.4% | +24.2% | +22.1% |
| YTD | +17.8% | -45.4% | +63.2% | +30.9% |
| 1Y | +28.9% | -42.6% | +71.5% | +41.3% |
| 3Y | +241.9% | +45.4% | +196.5% | +214.8% |
| All | +241.9% | +46.3% | +195.6% | +214.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling