-37.2%
NCLH vs PAAS
+252.0%
-289.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | -6.5% | -2.9% | -3.6% | -6.1% |
| 30D | -23.3% | +6.8% | -30.1% | -24.3% |
| 3M | -18.6% | -2.9% | -15.7% | -18.7% |
| 6M | -26.2% | -16.4% | -9.8% | -24.9% |
| YTD | -30.2% | 0.0% | -30.3% | -31.3% |
| 1Y | -39.2% | +54.3% | -93.5% | -44.1% |
| 3Y | -5.1% | +230.7% | -235.7% | -24.1% |
| 5Y | -36.8% | +111.6% | -148.4% | -47.3% |
| 10Y | -56.3% | +211.7% | -268.0% | -66.0% |
| All | -37.2% | +252.0% | -289.2% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling