+10.2%
PYPL vs NCLH
+37.2%
-27.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.8% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | +5.7% | +20.8% | -15.1% | +0.7% |
| 3M | -1.9% | -8.1% | +6.2% | -0.4% |
| 6M | +31.8% | +11.8% | +20.0% | +26.6% |
| YTD | +2.4% | -19.5% | +22.0% | +5.1% |
| 1Y | -8.2% | -3.2% | -5.0% | -10.8% |
| 3Y | +10.2% | +37.1% | -26.9% | -9.3% |
| All | +10.2% | +37.2% | -27.0% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling