-25.3%
NCLH vs PLUG
+173.0%
-198.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.0% | +9.4% | +1.5% |
| 7D | +6.3% | -3.2% | +9.4% | +6.6% |
| 30D | +18.9% | -18.7% | +37.6% | +21.5% |
| 3M | -0.2% | -35.3% | +35.1% | +4.5% |
| 6M | +8.4% | -56.2% | +64.6% | +17.5% |
| YTD | -17.1% | -30.7% | +13.6% | -16.2% |
| 1Y | -2.8% | -46.7% | +43.9% | +0.8% |
| 3Y | +40.4% | -61.3% | +101.8% | +34.6% |
| 5Y | -30.8% | -96.6% | +65.9% | -17.1% |
| 10Y | -51.3% | +1.1% | -52.4% | -53.3% |
| All | -25.3% | +173.0% | -198.3% | -25.8% |
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