-24.1%
NCLH vs PAAS
+169.7%
-193.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.9% |
| 7D | +1.2% | -5.2% | +6.4% | +2.0% |
| 30D | +22.6% | -13.9% | +36.5% | +25.2% |
| 3M | +0.6% | -23.8% | +24.4% | +4.2% |
| 6M | +13.5% | -36.4% | +49.9% | +20.2% |
| YTD | -15.7% | -23.4% | +7.7% | -13.8% |
| 1Y | 0.0% | +5.6% | -5.6% | -2.7% |
| 3Y | +42.8% | +209.7% | -166.9% | +15.4% |
| 5Y | -28.4% | +55.6% | -84.0% | -37.7% |
| 10Y | -51.0% | +212.2% | -263.2% | -60.4% |
| All | -24.1% | +169.7% | -193.8% | -34.4% |
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 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