-55.3%
NCLH vs PLUG
+56.9%
-112.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.9% |
| 7D | -0.3% | +8.1% | -8.4% | -1.7% |
| 30D | -20.1% | +3.7% | -23.7% | -20.7% |
| 3M | -17.0% | -29.2% | +12.1% | -12.6% |
| 6M | -23.2% | +6.1% | -29.3% | -26.1% |
| YTD | -31.0% | +14.7% | -45.8% | -36.1% |
| 1Y | -37.3% | +56.9% | -94.2% | -47.7% |
| 3Y | -5.6% | -71.6% | +66.0% | -9.0% |
| 5Y | -37.0% | -91.0% | +54.1% | -25.5% |
| 10Y | -55.3% | +55.9% | -111.1% | -66.7% |
| All | -55.3% | +56.9% | -112.2% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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