-37.0%
NCLH vs PAAS
+117.9%
-154.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.3% | +2.0% | -2.3% | -0.7% |
| 30D | -20.1% | -0.1% | -20.0% | -20.3% |
| 3M | -17.0% | +8.2% | -25.3% | -19.0% |
| 6M | -23.2% | -13.8% | -9.4% | -21.8% |
| YTD | -31.0% | -0.6% | -30.4% | -32.6% |
| 1Y | -37.3% | +44.0% | -81.3% | -44.0% |
| 3Y | -5.6% | +246.6% | -252.2% | -36.4% |
| 5Y | -37.0% | +116.1% | -153.1% | -51.4% |
| All | -37.0% | +117.9% | -154.9% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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