-58.0%
NCLH vs PPG
+26.9%
-84.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.3% |
| 7D | -4.8% | -6.2% | +1.4% | +1.4% |
| 30D | -21.7% | -7.9% | -13.7% | -14.9% |
| 3M | -22.2% | -10.2% | -12.0% | -14.1% |
| 6M | -27.5% | +2.7% | -30.2% | -29.8% |
| YTD | -33.6% | +4.9% | -38.5% | -37.6% |
| 1Y | -45.0% | -3.2% | -41.8% | -44.2% |
| 3Y | -11.0% | -17.0% | +6.0% | +3.2% |
| 5Y | -39.7% | -23.3% | -16.4% | -25.3% |
| All | -58.0% | +26.9% | -84.8% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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