+1,645.9%
PLTR vs NCLH
-14.7%
+1,660.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.4% |
| 7D | -9.1% | -6.5% | -2.6% | -6.6% |
| 30D | -5.2% | -22.1% | +16.9% | +4.6% |
| 3M | +27.4% | -18.7% | +46.1% | +36.4% |
| 6M | +9.7% | -28.4% | +38.1% | +21.7% |
| YTD | -6.7% | -34.7% | +28.0% | +4.7% |
| 1Y | -0.5% | -42.7% | +42.2% | +17.0% |
| 3Y | +996.2% | -10.6% | +1,006.8% | +876.5% |
| 5Y | +531.1% | -40.7% | +571.9% | +519.7% |
| All | +1,645.9% | -14.7% | +1,660.6% | +1,505.8% |
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