-69.0%
NCLH vs PENG
+755.0%
-824.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.3% | +7.8% | -8.1% | -2.5% |
| 30D | -20.1% | -12.2% | -7.8% | -17.3% |
| 3M | -17.0% | -20.6% | +3.6% | -16.3% |
| 6M | -23.2% | +180.9% | -204.2% | -50.7% |
| YTD | -31.0% | +162.3% | -193.3% | -55.0% |
| 1Y | -37.3% | +107.3% | -144.5% | -56.4% |
| 3Y | -5.6% | +110.8% | -116.3% | -42.5% |
| 5Y | -37.0% | +117.8% | -154.8% | -62.9% |
| All | -69.0% | +755.0% | -824.0% | -86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling