+3.2%
PEP vs NCLH
-39.0%
+42.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.2% |
| 7D | -1.7% | -4.6% | +2.9% | -1.5% |
| 30D | +0.3% | -19.9% | +20.3% | +1.0% |
| 3M | -3.2% | -22.0% | +18.7% | -2.6% |
| 6M | -13.6% | -28.3% | +14.7% | -12.8% |
| YTD | -1.9% | -33.5% | +31.6% | -1.0% |
| 1Y | -0.6% | -41.5% | +40.9% | +0.6% |
| 3Y | -13.6% | -8.9% | -4.7% | -15.1% |
| 5Y | +3.2% | -40.5% | +43.7% | +2.2% |
| All | +3.2% | -39.0% | +42.3% | +2.2% |
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