-45.0%
NCLH vs PFG
+49.5%
-94.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.9% |
| 7D | -4.8% | -0.4% | -4.4% | -4.5% |
| 30D | -21.7% | +2.9% | -24.6% | -23.6% |
| 3M | -22.2% | +6.7% | -29.0% | -27.2% |
| 6M | -27.5% | +33.8% | -61.3% | -45.9% |
| YTD | -33.6% | +35.0% | -68.6% | -50.4% |
| 1Y | -45.0% | +46.4% | -91.4% | -61.0% |
| All | -45.0% | +49.5% | -94.5% | -61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling