-37.3%
NCLH vs PL
+131.1%
-168.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -1.0% |
| 7D | -0.3% | -7.5% | +7.3% | +0.4% |
| 30D | -20.1% | -25.6% | +5.5% | -18.1% |
| 3M | -17.0% | -45.6% | +28.6% | -13.2% |
| 6M | -23.2% | -29.5% | +6.3% | -22.4% |
| YTD | -31.0% | -9.7% | -21.4% | -34.9% |
| 1Y | -37.3% | +84.4% | -121.6% | -46.9% |
| All | -37.3% | +131.1% | -168.4% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling