-11.0%
NCLH vs PEG
+31.8%
-42.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -4.8% | -0.9% | -3.9% | -4.4% |
| 30D | -21.7% | -3.7% | -18.0% | -20.2% |
| 3M | -22.2% | -7.3% | -15.0% | -19.5% |
| 6M | -27.5% | -10.5% | -17.1% | -23.8% |
| YTD | -33.6% | -7.5% | -26.1% | -31.6% |
| 1Y | -45.0% | -8.7% | -36.3% | -43.0% |
| 3Y | -11.0% | +31.4% | -42.4% | -20.7% |
| All | -11.0% | +31.8% | -42.8% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling