-81.6%
PYPL vs NCLH
-39.0%
-42.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -0.8% |
| 7D | -4.3% | -4.6% | +0.3% | -2.9% |
| 30D | -11.5% | -19.9% | +8.5% | -5.5% |
| 3M | +26.1% | -22.0% | +48.1% | +34.9% |
| 6M | +13.7% | -28.3% | +42.0% | +23.4% |
| YTD | -9.8% | -33.5% | +23.6% | -1.2% |
| 1Y | -22.1% | -41.5% | +19.4% | -11.7% |
| 3Y | -13.5% | -8.9% | -4.6% | -21.3% |
| 5Y | -81.6% | -40.5% | -41.2% | -83.5% |
| All | -81.6% | -39.0% | -42.6% | -83.5% |
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