-37.8%
NCLH vs PENG
+115.2%
-153.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.6% | -2.0% |
| 7D | -6.5% | +4.5% | -11.0% | -7.7% |
| 30D | -23.3% | -7.1% | -16.2% | -22.0% |
| 3M | -18.6% | -27.3% | +8.7% | -15.9% |
| 6M | -26.2% | +169.6% | -195.8% | -54.1% |
| YTD | -30.2% | +164.6% | -194.9% | -56.8% |
| 1Y | -39.2% | +109.5% | -148.6% | -59.5% |
| 3Y | -5.1% | +98.9% | -104.0% | -44.6% |
| All | -37.8% | +115.2% | -153.0% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling