-41.4%
NCLH vs PBF
+799.3%
-840.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | -4.8% | +5.3% | -10.1% | -5.4% |
| 30D | -21.7% | +11.7% | -33.4% | -22.8% |
| 3M | -22.2% | +91.1% | -113.3% | -29.7% |
| 6M | -27.5% | +88.4% | -116.0% | -35.7% |
| YTD | -33.6% | +194.1% | -227.7% | -47.2% |
| 1Y | -45.0% | +180.4% | -225.4% | -56.5% |
| 3Y | -11.0% | +59.3% | -70.4% | -25.6% |
| All | -41.4% | +799.3% | -840.8% | -70.6% |
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 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