-39.2%
NCLH vs PEG
-7.0%
-32.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -6.5% | +0.7% | -7.2% | -6.6% |
| 30D | -23.3% | -2.4% | -20.9% | -22.8% |
| 3M | -18.6% | -4.8% | -13.8% | -17.8% |
| 6M | -26.2% | -10.7% | -15.6% | -24.5% |
| YTD | -30.2% | -6.7% | -23.6% | -29.1% |
| 1Y | -39.2% | -6.8% | -32.3% | -38.5% |
| All | -39.2% | -7.0% | -32.2% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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