+37.1%
NCLH vs PENG
+209.7%
-172.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.4% |
| 7D | +0.2% | +13.2% | -13.0% | -2.1% |
| 30D | +20.8% | -29.9% | +50.7% | +26.9% |
| 3M | -8.1% | -22.2% | +14.1% | -6.5% |
| 6M | +11.8% | -1.9% | +13.7% | +1.0% |
| YTD | -19.5% | +142.1% | -161.7% | -46.5% |
| 1Y | -3.2% | +151.5% | -154.7% | -36.7% |
| 3Y | +37.1% | +206.9% | -169.8% | -35.7% |
| All | +37.1% | +209.7% | -172.6% | -35.7% |
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