+197.4%
PDD vs NCLH
-63.0%
+260.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | -1.0% | +6.3% | -7.2% | -2.0% |
| 30D | -2.4% | +18.9% | -21.3% | -5.3% |
| 3M | -14.6% | -0.2% | -14.4% | -15.0% |
| 6M | -19.6% | +8.4% | -28.0% | -21.6% |
| YTD | -30.0% | -17.1% | -12.9% | -29.2% |
| 1Y | -42.5% | -2.8% | -39.7% | -43.5% |
| 3Y | -27.2% | +40.4% | -67.6% | -36.1% |
| 5Y | -8.2% | -30.8% | +22.5% | -14.5% |
| All | +197.4% | -63.0% | +260.4% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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