-56.6%
NCLH vs PFG
+184.0%
-240.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -1.1% |
| 7D | +0.2% | +2.4% | -2.2% | -2.4% |
| 30D | +20.8% | +5.9% | +14.9% | +13.7% |
| 3M | -8.1% | -0.4% | -7.7% | -8.3% |
| 6M | +11.8% | +14.8% | -3.0% | -5.8% |
| YTD | -19.5% | +31.9% | -51.5% | -41.8% |
| 1Y | -3.2% | +38.8% | -42.0% | -34.0% |
| 3Y | +37.1% | +82.4% | -45.3% | -31.6% |
| 5Y | -29.9% | +94.7% | -124.6% | -68.4% |
| All | -56.6% | +184.0% | -240.5% | -88.8% |
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