-41.4%
NCLH vs PFG
+111.0%
-152.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +0.7% |
| 7D | -4.8% | -0.4% | -4.4% | -4.4% |
| 30D | -21.7% | +2.9% | -24.6% | -24.1% |
| 3M | -22.2% | +6.7% | -29.0% | -27.9% |
| 6M | -27.5% | +33.8% | -61.3% | -46.4% |
| YTD | -33.6% | +35.0% | -68.6% | -51.4% |
| 1Y | -45.0% | +46.4% | -91.4% | -63.1% |
| 3Y | -11.0% | +71.7% | -82.7% | -49.0% |
| All | -41.4% | +111.0% | -152.4% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling