-41.4%
NCLH vs PPG
-24.1%
-17.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.3% |
| 7D | -4.8% | -6.2% | +1.4% | +0.9% |
| 30D | -21.7% | -7.9% | -13.7% | -15.5% |
| 3M | -22.2% | -10.2% | -12.0% | -14.8% |
| 6M | -27.5% | +2.7% | -30.2% | -29.5% |
| YTD | -33.6% | +4.9% | -38.5% | -37.2% |
| 1Y | -45.0% | -3.2% | -41.8% | -44.2% |
| 3Y | -11.0% | -17.0% | +6.0% | +2.4% |
| All | -41.4% | -24.1% | -17.4% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling