-1.7%
PEP vs NCLH
-42.7%
+41.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.2% |
| 7D | -1.0% | -4.8% | +3.9% | -0.9% |
| 30D | -0.7% | -21.7% | +21.0% | -0.6% |
| 3M | -4.1% | -22.2% | +18.1% | -4.0% |
| 6M | -13.1% | -27.5% | +14.5% | -12.8% |
| YTD | -2.1% | -33.6% | +31.5% | -2.1% |
| 1Y | -1.7% | -45.0% | +43.3% | -4.4% |
| All | -1.7% | -42.7% | +41.0% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling