+3,179.6%
RCL vs PEGA
+1,209.2%
+1,970.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | -5.1% | +3.3% | -8.4% | -5.6% |
| 30D | -19.0% | +17.7% | -36.8% | -21.3% |
| 3M | -9.6% | +5.8% | -15.4% | -11.0% |
| 6M | -6.7% | -20.3% | +13.6% | -3.9% |
| YTD | -3.9% | -37.1% | +33.2% | +2.1% |
| 1Y | -25.1% | -30.2% | +5.1% | -22.0% |
| 3Y | +179.1% | +48.1% | +131.0% | +149.7% |
| 5Y | +243.3% | -46.8% | +290.1% | +252.1% |
| 10Y | +325.8% | +191.3% | +134.4% | +245.8% |
| All | +3,179.6% | +1,209.2% | +1,970.3% | +1,639.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling