+201.5%
PDD vs NCLH
-63.2%
+264.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.9% | -3.5% |
| 7D | -1.4% | +2.7% | -4.2% | -1.9% |
| 30D | -1.0% | +18.4% | -19.4% | -3.9% |
| 3M | -12.3% | -4.3% | -8.0% | -12.1% |
| 6M | -18.5% | +7.9% | -26.4% | -20.5% |
| YTD | -29.0% | -17.4% | -11.6% | -28.2% |
| 1Y | -40.7% | -3.4% | -37.4% | -41.7% |
| 3Y | -25.7% | +44.4% | -70.1% | -35.1% |
| 5Y | -3.3% | -33.7% | +30.4% | -9.6% |
| All | +201.5% | -63.2% | +264.7% | +281.3% |
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