-25.7%
PDD vs NCLH
+38.1%
-63.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.9% | -3.3% |
| 7D | -1.4% | +2.7% | -4.2% | -1.7% |
| 30D | -1.0% | +18.4% | -19.4% | -2.8% |
| 3M | -12.3% | -4.3% | -8.0% | -12.2% |
| 6M | -18.5% | +7.9% | -26.4% | -19.7% |
| YTD | -29.0% | -17.4% | -11.6% | -28.5% |
| 1Y | -40.7% | -3.4% | -37.4% | -41.0% |
| 3Y | -25.7% | +44.4% | -70.1% | -21.7% |
| All | -25.7% | +38.1% | -63.7% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling