+75.3%
PEP vs NCLH
-56.9%
+132.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.3% |
| 7D | -1.0% | -4.8% | +3.9% | -0.7% |
| 30D | -0.7% | -21.7% | +21.0% | +0.5% |
| 3M | -4.1% | -22.2% | +18.1% | -3.1% |
| 6M | -13.1% | -27.5% | +14.5% | -12.0% |
| YTD | -2.1% | -33.6% | +31.5% | -0.7% |
| 1Y | -1.7% | -45.0% | +43.3% | +0.6% |
| 3Y | -15.1% | -11.0% | -4.1% | -16.7% |
| 5Y | +3.1% | -39.7% | +42.9% | +1.2% |
| All | +75.3% | -56.9% | +132.2% | +61.3% |
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 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