-37.9%
NCLH vs PFG
+526.2%
-564.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | +0.2% |
| 7D | -0.3% | +6.0% | -6.3% | -6.4% |
| 30D | -20.1% | +2.2% | -22.3% | -22.1% |
| 3M | -17.0% | +10.4% | -27.4% | -25.8% |
| 6M | -23.2% | +27.8% | -51.0% | -40.5% |
| YTD | -31.0% | +33.6% | -64.7% | -48.9% |
| 1Y | -37.3% | +49.3% | -86.6% | -58.6% |
| 3Y | -5.6% | +69.7% | -75.3% | -45.0% |
| 5Y | -37.0% | +111.3% | -148.3% | -70.7% |
| 10Y | -55.3% | +240.3% | -295.5% | -86.3% |
| All | -37.9% | +526.2% | -564.1% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling