+261.1%
RCL vs PEGA
-45.3%
+306.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +2.3% |
| 7D | +6.5% | -4.5% | +11.0% | +7.8% |
| 30D | +15.9% | -5.7% | +21.6% | +17.4% |
| 3M | +2.7% | +2.6% | +0.1% | +1.0% |
| 6M | +15.2% | -10.6% | +25.8% | +16.7% |
| YTD | +19.2% | -45.5% | +64.7% | +36.7% |
| 1Y | +31.6% | -44.8% | +76.4% | +50.0% |
| 3Y | +274.2% | +45.5% | +228.7% | +195.6% |
| All | +261.1% | -45.3% | +306.4% | +298.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling