+37.9%
NCLH vs PCOR
+49.3%
-11.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.9% |
| 7D | +1.7% | +2.2% | -0.5% | +0.9% |
| 30D | +17.9% | +37.4% | -19.6% | +3.8% |
| 3M | -4.5% | +33.2% | -37.7% | -15.6% |
| 6M | +12.9% | +60.6% | -47.7% | -9.5% |
| YTD | -19.1% | +6.2% | -25.3% | -21.9% |
| 1Y | -4.6% | -1.1% | -3.6% | -4.2% |
| All | +37.9% | +49.3% | -11.4% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling