-48.5%
NCLH vs PL
+84.9%
-133.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.1% |
| 7D | -6.5% | -9.3% | +2.8% | -4.8% |
| 30D | -23.3% | -18.9% | -4.4% | -20.3% |
| 3M | -18.6% | -58.4% | +39.8% | -5.9% |
| 6M | -26.2% | -30.3% | +4.1% | -25.3% |
| YTD | -30.2% | -8.1% | -22.1% | -34.8% |
| 1Y | -39.2% | +180.5% | -219.7% | -57.9% |
| 3Y | -5.1% | +444.1% | -449.2% | -51.3% |
| 5Y | -36.8% | +83.0% | -119.8% | -60.7% |
| All | -48.5% | +84.9% | -133.4% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling