-37.2%
NCLH vs PPL
+135.4%
-172.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.5% | +2.7% | -9.1% | -8.2% |
| 30D | -23.3% | +0.5% | -23.8% | -23.6% |
| 3M | -18.6% | +0.7% | -19.3% | -19.3% |
| 6M | -26.2% | -7.6% | -18.6% | -22.7% |
| YTD | -30.2% | +1.8% | -32.1% | -32.3% |
| 1Y | -39.2% | -0.8% | -38.4% | -40.0% |
| 3Y | -5.1% | +56.9% | -61.9% | -35.7% |
| 5Y | -36.8% | +39.5% | -76.3% | -53.0% |
| 10Y | -56.3% | +55.4% | -111.7% | -70.4% |
| All | -37.2% | +135.4% | -172.6% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling