-27.7%
NCLH vs PPL
+142.0%
-169.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.3% |
| 7D | +2.0% | +0.4% | +1.6% | +1.7% |
| 30D | +19.1% | +5.4% | +13.6% | +14.7% |
| 3M | -7.5% | +4.3% | -11.8% | -10.3% |
| 6M | +1.0% | -1.3% | +2.3% | +1.4% |
| YTD | -19.7% | +4.7% | -24.4% | -23.6% |
| 1Y | -1.8% | +1.3% | -3.0% | -4.4% |
| 3Y | +36.7% | +57.2% | -20.5% | -6.9% |
| 5Y | -38.0% | +48.2% | -86.3% | -55.9% |
| 10Y | -51.6% | +62.7% | -114.3% | -68.0% |
| All | -27.7% | +142.0% | -169.7% | -52.6% |
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