-41.2%
NCLH vs PPG
+89.3%
-130.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -0.1% |
| 7D | -6.5% | -5.1% | -1.4% | -2.0% |
| 30D | -22.1% | -9.6% | -12.5% | -14.6% |
| 3M | -18.7% | -6.4% | -12.3% | -14.1% |
| 6M | -28.4% | +0.5% | -28.9% | -29.0% |
| YTD | -34.7% | +4.4% | -39.2% | -37.9% |
| 1Y | -42.7% | -0.9% | -41.8% | -43.0% |
| 3Y | -10.6% | -17.0% | +6.3% | +3.0% |
| 5Y | -40.7% | -23.7% | -17.1% | -26.8% |
| 10Y | -57.8% | +25.9% | -83.6% | -66.2% |
| All | -41.2% | +89.3% | -130.5% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling