-41.4%
NCLH vs PBR
+552.2%
-593.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.8% |
| 7D | -4.8% | +5.4% | -10.2% | -5.6% |
| 30D | -21.7% | +22.9% | -44.5% | -24.2% |
| 3M | -22.2% | +19.6% | -41.9% | -24.7% |
| 6M | -27.5% | +16.5% | -44.0% | -30.2% |
| YTD | -33.6% | +86.7% | -120.3% | -42.9% |
| 1Y | -45.0% | +74.7% | -119.7% | -52.1% |
| 3Y | -11.0% | +102.6% | -113.6% | -26.6% |
| All | -41.4% | +552.2% | -593.6% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling