+197.6%
PEP vs NCLH
-28.0%
+225.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.9% | -0.9% |
| 7D | -0.3% | +1.7% | -2.0% | -0.4% |
| 30D | +11.8% | +17.9% | -6.1% | +10.7% |
| 3M | +3.7% | -4.5% | +8.2% | +3.8% |
| 6M | -4.3% | +12.9% | -17.2% | -5.2% |
| YTD | +2.1% | -19.1% | +21.2% | +2.6% |
| 1Y | +2.5% | -4.6% | +7.2% | +1.9% |
| 3Y | -5.0% | +37.0% | -42.1% | -9.3% |
| 5Y | +2.9% | -29.5% | +32.4% | 0.0% |
| 10Y | +87.9% | -53.0% | +140.9% | +70.1% |
| All | +197.6% | -28.0% | +225.7% | +166.5% |
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