+46.5%
PYPL vs NCLH
-72.2%
+118.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -3.0% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | -9.7% | -20.1% | +10.3% | -5.6% |
| 3M | +29.2% | -17.0% | +46.2% | +33.6% |
| 6M | +13.9% | -23.2% | +37.1% | +18.9% |
| YTD | -8.1% | -31.0% | +22.9% | -2.7% |
| 1Y | -21.4% | -37.3% | +15.9% | -15.6% |
| 3Y | -11.8% | -5.6% | -6.2% | -15.8% |
| 5Y | -81.1% | -37.0% | -44.2% | -81.6% |
| 10Y | +36.9% | -55.3% | +92.2% | +24.0% |
| All | +46.5% | -72.2% | +118.7% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling