-39.0%
NCLH vs PL
+46.6%
-85.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +14.5% | -11.7% | +0.1% |
| 7D | +2.7% | +10.9% | -8.1% | +0.3% |
| 30D | +18.4% | -16.4% | +34.7% | +21.7% |
| 3M | -4.3% | -39.9% | +35.7% | +4.4% |
| 6M | +7.9% | -63.2% | +71.1% | +26.2% |
| YTD | -17.4% | -27.1% | +9.7% | -20.0% |
| 1Y | -3.4% | +12.2% | -15.5% | -16.1% |
| 3Y | +44.4% | +584.3% | -539.9% | -33.3% |
| 5Y | -33.7% | +37.0% | -70.7% | -56.5% |
| All | -39.0% | +46.6% | -85.6% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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