-37.9%
NCLH vs PEG
+302.7%
-340.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | -0.3% | +1.0% | -1.3% | -0.9% |
| 30D | -20.1% | -1.9% | -18.2% | -19.1% |
| 3M | -17.0% | -3.7% | -13.4% | -15.2% |
| 6M | -23.2% | -9.4% | -13.8% | -18.7% |
| YTD | -31.0% | -6.0% | -25.1% | -29.0% |
| 1Y | -37.3% | -4.4% | -32.9% | -36.4% |
| 3Y | -5.6% | +33.5% | -39.1% | -24.5% |
| 5Y | -37.0% | +35.7% | -72.7% | -50.9% |
| 10Y | -55.3% | +140.4% | -195.7% | -72.6% |
| All | -37.9% | +302.7% | -340.7% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling