-5.6%
NCLH vs PENG
+108.8%
-114.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.6% | -1.3% |
| 7D | -6.5% | +4.5% | -11.0% | -7.3% |
| 30D | -23.3% | -7.1% | -16.2% | -22.4% |
| 3M | -18.6% | -27.3% | +8.7% | -16.2% |
| 6M | -26.2% | +169.6% | -195.8% | -47.3% |
| YTD | -30.2% | +164.6% | -194.9% | -50.2% |
| 1Y | -39.2% | +109.5% | -148.6% | -54.3% |
| All | -5.6% | +108.8% | -114.4% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling