+39.0%
PYPL vs NCLH
-57.7%
+96.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.6% |
| 7D | -5.9% | -6.5% | +0.6% | -4.6% |
| 30D | -9.4% | -22.1% | +12.7% | -4.8% |
| 3M | +31.3% | -18.7% | +50.0% | +36.3% |
| 6M | +19.1% | -28.4% | +47.5% | +26.1% |
| YTD | -7.9% | -34.7% | +26.8% | -1.4% |
| 1Y | -17.9% | -42.7% | +24.8% | -10.2% |
| 3Y | -11.6% | -10.6% | -1.0% | -14.6% |
| 5Y | -81.0% | -40.7% | -40.3% | -81.3% |
| All | +39.0% | -57.7% | +96.7% | +39.6% |
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