-1.0%
NCLH vs PENG
+120.5%
-121.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -9.1% | +15.9% | +7.3% |
| 7D | +15.8% | -20.5% | +36.3% | +17.5% |
| 30D | +25.1% | -20.4% | +45.4% | +26.4% |
| 3M | -7.3% | -16.4% | +9.1% | -7.0% |
| 6M | +8.1% | +49.2% | -41.1% | -6.7% |
| YTD | -16.7% | +147.2% | -163.9% | -38.4% |
| 1Y | -1.0% | +124.7% | -125.7% | -26.6% |
| All | -1.0% | +120.5% | -121.5% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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