-37.7%
NCLH vs PL
+46.3%
-84.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +1.2% | +13.4% | -12.2% | -1.4% |
| 30D | +22.6% | -10.2% | +32.8% | +24.4% |
| 3M | +0.6% | -39.5% | +40.1% | +9.6% |
| 6M | +13.5% | -65.7% | +79.2% | +34.7% |
| YTD | -15.7% | -27.3% | +11.6% | -18.3% |
| 1Y | 0.0% | +15.0% | -15.0% | -13.6% |
| 3Y | +42.8% | +560.8% | -518.0% | -33.4% |
| 5Y | -28.4% | +38.4% | -66.9% | -53.4% |
| All | -37.7% | +46.3% | -84.0% | -59.9% |
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