-58.0%
NCLH vs PBF
+374.8%
-432.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | -4.8% | +5.3% | -10.1% | -6.3% |
| 30D | -21.7% | +11.7% | -33.4% | -24.5% |
| 3M | -22.2% | +91.1% | -113.3% | -38.2% |
| 6M | -27.5% | +88.4% | -116.0% | -44.4% |
| YTD | -33.6% | +194.1% | -227.7% | -57.6% |
| 1Y | -45.0% | +180.4% | -225.4% | -65.2% |
| 3Y | -11.0% | +59.3% | -70.4% | -36.4% |
| 5Y | -39.7% | +816.3% | -856.0% | -81.3% |
| All | -58.0% | +374.8% | -432.8% | -85.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling