-27.7%
NCLH vs PLUG
+190.0%
-217.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.4% | -6.5% | +0.1% |
| 7D | +2.0% | +5.8% | -3.8% | +1.2% |
| 30D | +19.1% | -18.5% | +37.6% | +21.7% |
| 3M | -7.5% | -30.0% | +22.5% | -3.9% |
| 6M | +1.0% | -56.2% | +57.2% | +9.5% |
| YTD | -19.7% | -26.4% | +6.7% | -19.4% |
| 1Y | -1.8% | -42.2% | +40.5% | +1.0% |
| 3Y | +36.7% | -76.8% | +113.5% | +37.1% |
| 5Y | -38.0% | -96.2% | +58.2% | -26.5% |
| 10Y | -51.6% | +2.1% | -53.7% | -53.9% |
| All | -27.7% | +190.0% | -217.7% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling