-40.7%
NCLH vs PL
+28.1%
-68.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.4% | -9.5% | -1.0% |
| 7D | +2.0% | -6.8% | +8.8% | +3.0% |
| 30D | +19.1% | -29.3% | +48.4% | +26.4% |
| 3M | -7.5% | -44.8% | +37.3% | +2.6% |
| 6M | +1.0% | -68.4% | +69.3% | +21.4% |
| YTD | -19.7% | -36.4% | +16.6% | -20.1% |
| 1Y | -1.8% | +0.7% | -2.5% | -12.9% |
| 3Y | +36.7% | +455.3% | -418.6% | -33.7% |
| 5Y | -38.0% | +22.7% | -60.7% | -58.7% |
| All | -40.7% | +28.1% | -68.8% | -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