-36.5%
NCLH vs PENG
+42.1%
-78.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.4% | -11.5% | -2.4% |
| 7D | +2.0% | -19.4% | +21.4% | +6.2% |
| 30D | +19.1% | -42.4% | +61.5% | +34.5% |
| 3M | -7.5% | -25.6% | +18.2% | -4.2% |
| 6M | +1.0% | +7.3% | -6.3% | -16.3% |
| YTD | -19.7% | +113.9% | -133.6% | -50.0% |
| 1Y | -1.8% | +93.6% | -95.3% | -37.0% |
| 3Y | +36.7% | +170.2% | -133.5% | -32.5% |
| All | -36.5% | +42.1% | -78.7% | -64.0% |
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 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