-45.0%
NCLH vs PBF
+184.8%
-229.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +2.1% |
| 7D | -4.8% | +5.3% | -10.1% | -3.6% |
| 30D | -21.7% | +11.7% | -33.4% | -19.4% |
| 3M | -22.2% | +91.1% | -113.3% | -7.4% |
| 6M | -27.5% | +88.4% | -116.0% | -13.1% |
| YTD | -33.6% | +194.1% | -227.7% | -17.9% |
| 1Y | -45.0% | +180.4% | -225.4% | -32.4% |
| All | -45.0% | +184.8% | -229.8% | -32.4% |
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