-51.0%
NCLH vs PPL
+65.2%
-116.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +2.4% |
| 7D | +1.2% | -1.0% | +2.1% | +1.9% |
| 30D | +22.6% | +3.0% | +19.6% | +19.7% |
| 3M | +0.6% | +1.1% | -0.5% | -0.4% |
| 6M | +13.5% | -0.8% | +14.3% | +13.5% |
| YTD | -15.7% | +3.5% | -19.1% | -19.6% |
| 1Y | 0.0% | -0.9% | +0.9% | -1.5% |
| 3Y | +42.8% | +54.2% | -11.4% | -6.9% |
| 5Y | -28.4% | +46.3% | -74.7% | -51.4% |
| 10Y | -51.0% | +65.0% | -116.1% | -68.1% |
| All | -51.0% | +65.2% | -116.3% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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