-29.6%
NCLH vs PBF
+419.4%
-449.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.6% |
| 7D | +0.2% | +6.5% | -6.2% | -0.5% |
| 30D | +20.8% | -20.0% | +40.8% | +23.5% |
| 3M | -8.1% | -3.3% | -4.8% | -8.5% |
| 6M | +11.8% | +76.8% | -65.0% | +1.5% |
| YTD | -19.5% | +168.9% | -188.5% | -35.4% |
| 1Y | -3.2% | +96.4% | -99.6% | -17.1% |
| 3Y | +37.1% | +77.2% | -40.1% | +10.6% |
| All | -29.6% | +419.4% | -449.0% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling