+256.9%
PLD vs NCLH
-53.1%
+310.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.6% |
| 7D | 0.0% | +1.7% | -1.7% | -0.2% |
| 30D | -3.7% | +17.9% | -21.6% | -6.1% |
| 3M | -7.9% | -4.5% | -3.4% | -7.6% |
| 6M | -9.2% | +12.9% | -22.1% | -11.4% |
| YTD | +3.1% | -19.1% | +22.1% | +4.3% |
| 1Y | +6.2% | -4.6% | +10.9% | +4.9% |
| 3Y | +35.4% | +37.0% | -1.6% | +23.9% |
| 5Y | +0.1% | -29.5% | +29.6% | -4.9% |
| All | +256.9% | -53.1% | +310.0% | +218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling