-58.0%
NCLH vs PFG
+251.1%
-309.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.6% |
| 7D | -4.8% | -0.4% | -4.4% | -4.3% |
| 30D | -21.7% | +2.9% | -24.6% | -24.5% |
| 3M | -22.2% | +6.7% | -29.0% | -28.6% |
| 6M | -27.5% | +33.8% | -61.3% | -48.1% |
| YTD | -33.6% | +35.0% | -68.6% | -53.0% |
| 1Y | -45.0% | +46.4% | -91.4% | -64.6% |
| 3Y | -11.0% | +71.6% | -82.7% | -52.4% |
| 5Y | -39.7% | +113.7% | -153.4% | -75.5% |
| All | -58.0% | +251.1% | -309.0% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling