-62.9%
NCLH vs PENG
+661.7%
-724.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.3% | -6.4% | +0.3% |
| 7D | +2.7% | -3.8% | +6.5% | +2.0% |
| 30D | +18.4% | -40.1% | +58.5% | +32.8% |
| 3M | -4.3% | -21.8% | +17.5% | -2.0% |
| 6M | +7.9% | +3.3% | +4.6% | -6.5% |
| YTD | -17.4% | +133.6% | -151.1% | -46.7% |
| 1Y | -3.4% | +110.7% | -114.1% | -35.9% |
| 3Y | +44.4% | +204.3% | -159.8% | -21.6% |
| 5Y | -33.7% | +54.4% | -88.1% | -58.4% |
| All | -62.9% | +661.7% | -724.5% | -83.5% |
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