-1.0%
NCLH vs PBF
+120.1%
-121.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.7% | +13.4% | +5.1% |
| 7D | +15.8% | -0.9% | +16.7% | +15.7% |
| 30D | +25.1% | -13.7% | +38.8% | +21.0% |
| 3M | -7.3% | +10.6% | -17.9% | -2.9% |
| 6M | +8.1% | +61.2% | -53.0% | +29.8% |
| YTD | -16.7% | +172.7% | -189.4% | +8.5% |
| 1Y | -1.0% | +111.0% | -112.0% | +29.9% |
| All | -1.0% | +120.1% | -121.1% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling