+419.6%
PLD vs NCLH
-38.0%
+457.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.4% | -6.5% | +4.1% | -1.5% |
| 30D | -2.4% | -23.3% | +20.9% | +1.2% |
| 3M | -3.8% | -18.6% | +14.8% | -1.4% |
| 6M | 0.0% | -26.2% | +26.3% | +3.5% |
| YTD | +9.2% | -30.2% | +39.5% | +13.2% |
| 1Y | +25.9% | -39.2% | +65.1% | +32.5% |
| 3Y | +21.3% | -5.1% | +26.4% | +16.4% |
| 5Y | +14.1% | -36.8% | +50.9% | +10.1% |
| 10Y | +237.9% | -56.3% | +294.1% | +193.7% |
| All | +419.6% | -38.0% | +457.6% | +336.9% |
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