-37.2%
NCLH vs PLUG
+334.0%
-371.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -0.4% |
| 7D | -6.5% | -0.9% | -5.6% | -6.4% |
| 30D | -23.3% | +3.3% | -26.6% | -23.6% |
| 3M | -18.6% | -39.7% | +21.1% | -14.3% |
| 6M | -26.2% | -12.5% | -13.7% | -26.3% |
| YTD | -30.2% | +10.2% | -40.4% | -33.0% |
| 1Y | -39.2% | +50.7% | -89.9% | -45.0% |
| 3Y | -5.1% | -74.5% | +69.4% | -5.8% |
| 5Y | -36.8% | -91.8% | +55.0% | -30.5% |
| 10Y | -56.3% | +43.7% | -100.0% | -60.1% |
| All | -37.2% | +334.0% | -371.2% | -40.6% |
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