-46.4%
NCLH vs PCOR
-30.9%
-15.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.1% | +1.9% |
| 7D | -6.5% | -9.0% | +2.5% | -2.3% |
| 30D | -23.3% | +4.2% | -27.5% | -25.2% |
| 3M | -18.6% | +14.4% | -33.0% | -25.2% |
| 6M | -26.2% | +0.2% | -26.4% | -29.7% |
| YTD | -30.2% | -20.3% | -10.0% | -26.2% |
| 1Y | -39.2% | -16.1% | -23.0% | -38.0% |
| 3Y | -5.1% | -14.7% | +9.7% | -8.3% |
| 5Y | -36.8% | -43.2% | +6.4% | -44.0% |
| All | -46.4% | -30.9% | -15.5% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling