-58.7%
NCLH vs PBF
+367.4%
-426.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -6.5% | +2.3% | -8.9% | -7.2% |
| 30D | -22.1% | +11.6% | -33.6% | -24.9% |
| 3M | -18.7% | +81.7% | -100.4% | -34.4% |
| 6M | -28.4% | +96.4% | -124.8% | -45.9% |
| YTD | -34.7% | +189.5% | -224.2% | -58.2% |
| 1Y | -42.7% | +180.7% | -223.5% | -63.8% |
| 3Y | -10.6% | +56.6% | -67.2% | -35.8% |
| 5Y | -40.7% | +802.0% | -842.7% | -81.6% |
| All | -58.7% | +367.4% | -426.1% | -85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling