+204.3%
PEP vs NCLH
-28.4%
+232.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | +12.5% | +20.8% | -8.3% | +11.3% |
| 3M | +4.5% | -8.1% | +12.7% | +4.9% |
| 6M | -0.5% | +11.8% | -12.3% | -1.4% |
| YTD | +4.4% | -19.5% | +24.0% | +4.9% |
| 1Y | +4.4% | -3.2% | +7.6% | +3.7% |
| 3Y | -3.4% | +37.1% | -40.5% | -7.7% |
| 5Y | +5.2% | -29.9% | +35.1% | +2.3% |
| 10Y | +92.1% | -53.3% | +145.4% | +74.0% |
| All | +204.3% | -28.4% | +232.7% | +172.5% |
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