-55.3%
NCLH vs PPL
+55.2%
-110.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.3% | +1.8% | -2.0% | -1.6% |
| 30D | -20.1% | -1.1% | -19.0% | -19.5% |
| 3M | -17.0% | 0.0% | -17.1% | -17.4% |
| 6M | -23.2% | -7.6% | -15.7% | -19.1% |
| YTD | -31.0% | +1.7% | -32.8% | -33.3% |
| 1Y | -37.3% | +1.5% | -38.8% | -39.4% |
| 3Y | -5.6% | +55.3% | -60.8% | -39.1% |
| 5Y | -37.0% | +37.7% | -74.7% | -54.8% |
| 10Y | -55.3% | +54.0% | -109.2% | -71.2% |
| All | -55.3% | +55.2% | -110.4% | -71.2% |
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