+240.1%
PLD vs NCLH
-57.7%
+297.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | -2.8% | -6.5% | +3.7% | -1.9% |
| 30D | -3.6% | -22.1% | +18.4% | -0.3% |
| 3M | -7.1% | -18.7% | +11.6% | -4.9% |
| 6M | +0.2% | -28.4% | +28.6% | +4.0% |
| YTD | +6.9% | -34.7% | +41.6% | +11.7% |
| 1Y | +25.0% | -42.7% | +67.7% | +32.5% |
| 3Y | +20.8% | -10.6% | +31.4% | +17.0% |
| 5Y | +16.2% | -40.7% | +56.9% | +13.2% |
| All | +240.1% | -57.7% | +297.8% | +204.4% |
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