-40.1%
NCLH vs PBR
+292.3%
-332.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.6% |
| 7D | -4.6% | +0.3% | -5.0% | -4.8% |
| 30D | -19.9% | +17.5% | -37.5% | -23.8% |
| 3M | -22.0% | +20.9% | -42.9% | -26.8% |
| 6M | -28.3% | +20.2% | -48.5% | -33.5% |
| YTD | -33.5% | +84.3% | -117.7% | -46.0% |
| 1Y | -41.5% | +77.1% | -118.6% | -52.1% |
| 3Y | -8.9% | +100.8% | -109.7% | -29.9% |
| 5Y | -40.5% | +556.1% | -596.6% | -69.8% |
| 10Y | -57.0% | +676.1% | -733.0% | -80.1% |
| All | -40.1% | +292.3% | -332.4% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling