-23.8%
PDD vs NCLH
-38.4%
+14.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.7% |
| 7D | -4.1% | -0.3% | -3.9% | -4.0% |
| 30D | -13.1% | -20.1% | +7.0% | -8.4% |
| 3M | -3.5% | -17.0% | +13.6% | +0.1% |
| 6M | -21.8% | -23.2% | +1.5% | -18.0% |
| YTD | -29.7% | -31.0% | +1.4% | -24.9% |
| 1Y | -36.2% | -37.3% | +1.0% | -30.8% |
| 3Y | -16.4% | -5.6% | -10.8% | -27.9% |
| 5Y | -23.8% | -37.0% | +13.1% | -34.2% |
| All | -23.8% | -38.4% | +14.6% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling