-58.0%
NCLH vs PAYC
+358.9%
-416.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.0% |
| 7D | -4.8% | -5.5% | +0.7% | -2.1% |
| 30D | -21.7% | +3.8% | -25.5% | -23.4% |
| 3M | -22.2% | +65.8% | -88.1% | -42.4% |
| 6M | -27.5% | +68.7% | -96.2% | -48.2% |
| YTD | -33.6% | +38.3% | -71.9% | -47.9% |
| 1Y | -45.0% | -2.4% | -42.6% | -47.8% |
| 3Y | -11.0% | -21.5% | +10.5% | -13.0% |
| 5Y | -39.7% | -52.7% | +13.0% | -22.9% |
| All | -58.0% | +358.9% | -416.8% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 10y: compounded portfolio wealth divided by compounded PAYC 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…
10y analysis · Full analysis span regression · 6 months rolling