-33.7%
NCLH vs PCOR
-14.6%
-19.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.1% |
| 7D | +2.7% | +22.2% | -19.5% | -7.6% |
| 30D | +18.4% | +36.0% | -17.7% | +0.7% |
| 3M | -4.3% | +34.0% | -38.3% | -19.0% |
| 6M | +7.9% | +43.5% | -35.6% | -14.2% |
| YTD | -17.4% | +5.1% | -22.5% | -24.7% |
| 1Y | -3.4% | -3.9% | +0.6% | -7.0% |
| 3Y | +44.4% | +52.9% | -8.5% | -0.8% |
| 5Y | -33.7% | -18.7% | -15.0% | -41.5% |
| All | -33.7% | -14.6% | -19.1% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling