-10.9%
NCLH vs PBF
+55.5%
-66.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.5% |
| 7D | -4.6% | +1.4% | -6.0% | -4.7% |
| 30D | -19.9% | +15.8% | -35.8% | -20.3% |
| 3M | -22.0% | +90.3% | -112.2% | -24.7% |
| 6M | -28.3% | +102.8% | -131.1% | -32.6% |
| YTD | -33.5% | +187.3% | -220.8% | -42.4% |
| 1Y | -41.5% | +161.8% | -203.3% | -49.2% |
| All | -10.9% | +55.5% | -66.3% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling