-6.5%
NCLH vs PCOR
-14.4%
+7.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.1% | +1.5% |
| 7D | -6.5% | -9.0% | +2.5% | -3.0% |
| 30D | -23.3% | +4.2% | -27.5% | -24.9% |
| 3M | -18.6% | +14.4% | -33.0% | -24.0% |
| 6M | -26.2% | +0.2% | -26.4% | -28.7% |
| YTD | -30.2% | -20.3% | -10.0% | -24.8% |
| 1Y | -39.2% | -16.1% | -23.0% | -36.9% |
| All | -6.5% | -14.4% | +7.9% | -10.6% |
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