+187.9%
PEP vs NCLH
-38.0%
+225.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -1.4% | -6.5% | +5.1% | -1.1% |
| 30D | +0.2% | -23.3% | +23.5% | +1.6% |
| 3M | -1.1% | -18.6% | +17.5% | -0.2% |
| 6M | -13.5% | -26.2% | +12.8% | -12.4% |
| YTD | -1.2% | -30.2% | +29.1% | +0.1% |
| 1Y | -1.6% | -39.2% | +37.6% | +0.3% |
| 3Y | -12.5% | -5.1% | -7.5% | -14.6% |
| 5Y | +3.0% | -36.8% | +39.8% | +0.7% |
| 10Y | +73.9% | -56.3% | +130.2% | +57.5% |
| All | +187.9% | -38.0% | +225.9% | +160.1% |
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