-37.3%
NCLH vs PPL
+0.8%
-38.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +1.8% | -2.0% | -0.4% |
| 30D | -20.1% | -1.1% | -19.0% | -20.0% |
| 3M | -17.0% | 0.0% | -17.1% | -16.7% |
| 6M | -23.2% | -7.6% | -15.7% | -23.4% |
| YTD | -31.0% | +1.7% | -32.8% | -31.5% |
| 1Y | -37.3% | +1.5% | -38.8% | -37.4% |
| All | -37.3% | +0.8% | -38.1% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling