-37.2%
NCLH vs PBF
+285.9%
-323.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -6.5% | +4.3% | -10.8% | -7.7% |
| 30D | -23.3% | +22.0% | -45.3% | -27.9% |
| 3M | -18.6% | +74.5% | -93.1% | -32.8% |
| 6M | -26.2% | +67.7% | -93.9% | -40.7% |
| YTD | -30.2% | +179.2% | -209.4% | -53.4% |
| 1Y | -39.2% | +170.0% | -209.2% | -59.9% |
| 3Y | -5.1% | +66.4% | -71.4% | -31.8% |
| 5Y | -36.8% | +764.5% | -801.3% | -77.7% |
| 10Y | -56.3% | +358.5% | -414.8% | -84.7% |
| All | -37.2% | +285.9% | -323.1% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling