-58.0%
NCLH vs PBR
+697.0%
-754.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +2.1% |
| 7D | -4.8% | +5.4% | -10.2% | -7.0% |
| 30D | -21.7% | +22.9% | -44.5% | -28.6% |
| 3M | -22.2% | +19.6% | -41.9% | -29.1% |
| 6M | -27.5% | +16.5% | -44.0% | -34.4% |
| YTD | -33.6% | +86.7% | -120.3% | -52.0% |
| 1Y | -45.0% | +74.7% | -119.7% | -59.3% |
| 3Y | -11.0% | +102.6% | -113.6% | -41.2% |
| 5Y | -39.7% | +566.6% | -606.3% | -80.6% |
| All | -58.0% | +697.0% | -754.9% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling