+548.8%
PLTR vs NCLH
-39.0%
+587.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | +1.1% |
| 7D | 0.0% | -4.6% | +4.7% | +2.1% |
| 30D | -3.3% | -19.9% | +16.7% | +6.3% |
| 3M | +28.4% | -22.0% | +50.3% | +40.5% |
| 6M | +8.4% | -28.3% | +36.7% | +21.0% |
| YTD | -4.6% | -33.5% | +28.8% | +6.8% |
| 1Y | +4.4% | -41.5% | +45.9% | +23.0% |
| 3Y | +1,020.5% | -8.9% | +1,029.4% | +857.4% |
| 5Y | +548.8% | -40.5% | +589.3% | +532.4% |
| All | +548.8% | -39.0% | +587.8% | +532.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling