-37.3%
NCLH vs PCOR
-19.9%
-17.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.8% |
| 7D | -0.3% | -6.9% | +6.7% | +0.5% |
| 30D | -20.1% | -1.5% | -18.5% | -19.9% |
| 3M | -17.0% | +18.5% | -35.5% | -19.0% |
| 6M | -23.2% | -4.7% | -18.6% | -23.0% |
| YTD | -31.0% | -22.8% | -8.3% | -24.8% |
| 1Y | -37.3% | -20.7% | -16.5% | -31.6% |
| All | -37.3% | -19.9% | -17.3% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling