-29.6%
NCLH vs PCOR
-11.9%
-17.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +0.2% | +3.0% | -2.8% | -1.2% |
| 30D | +20.8% | +38.7% | -17.9% | +1.7% |
| 3M | -8.1% | +24.9% | -33.0% | -19.2% |
| 6M | +11.8% | +68.8% | -56.9% | -18.4% |
| YTD | -19.5% | +6.7% | -26.2% | -27.1% |
| 1Y | -3.2% | +3.0% | -6.2% | -10.6% |
| 3Y | +37.1% | +48.6% | -11.5% | -4.0% |
| All | -29.6% | -11.9% | -17.7% | -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