+194.4%
PDD vs NCLH
-70.3%
+264.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.9% |
| 7D | -4.4% | -4.6% | +0.2% | -3.7% |
| 30D | -15.5% | -19.9% | +4.5% | -12.5% |
| 3M | -4.1% | -22.0% | +17.9% | -0.7% |
| 6M | -23.4% | -28.3% | +4.9% | -20.0% |
| YTD | -30.7% | -33.5% | +2.8% | -27.1% |
| 1Y | -37.6% | -41.5% | +3.8% | -33.4% |
| 3Y | -17.5% | -8.9% | -8.7% | -22.2% |
| 5Y | -24.6% | -40.5% | +15.8% | -27.6% |
| All | +194.4% | -70.3% | +264.7% | +286.8% |
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