-56.3%
NCLH vs PLUG
-16.2%
-40.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.8% | +4.8% | -2.4% |
| 7D | +1.7% | -8.1% | +9.8% | +3.1% |
| 30D | +17.9% | -20.5% | +38.4% | +22.5% |
| 3M | -4.5% | -45.9% | +41.3% | +6.0% |
| 6M | +12.9% | -65.2% | +78.0% | +33.9% |
| YTD | -19.1% | -37.1% | +18.0% | -16.8% |
| 1Y | -4.6% | -54.6% | +49.9% | +3.7% |
| 3Y | +37.0% | -64.9% | +101.9% | +26.5% |
| 5Y | -29.5% | -97.1% | +67.6% | +2.6% |
| All | -56.3% | -16.2% | -40.1% | -62.3% |
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