+207.9%
PDD vs NCLH
-68.9%
+276.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.1% | -6.5% | +2.4% | -3.0% |
| 30D | -9.6% | -23.3% | +13.7% | -5.8% |
| 3M | -4.3% | -18.6% | +14.3% | -1.6% |
| 6M | -18.8% | -26.2% | +7.5% | -15.6% |
| YTD | -27.5% | -30.2% | +2.7% | -24.4% |
| 1Y | -33.6% | -39.2% | +5.5% | -29.6% |
| 3Y | -20.4% | -5.1% | -15.3% | -25.3% |
| 5Y | -19.6% | -36.8% | +17.2% | -23.4% |
| All | +207.9% | -68.9% | +276.8% | +301.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling