-58.0%
NCLH vs PFGC
+292.9%
-350.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +2.0% |
| 7D | -4.8% | -4.8% | -0.1% | -1.6% |
| 30D | -21.7% | -12.5% | -9.1% | -14.3% |
| 3M | -22.2% | -9.7% | -12.5% | -17.1% |
| 6M | -27.5% | +7.0% | -34.5% | -31.2% |
| YTD | -33.6% | +4.5% | -38.1% | -36.4% |
| 1Y | -45.0% | -11.6% | -33.4% | -41.0% |
| 3Y | -11.0% | +58.5% | -69.5% | -36.0% |
| 5Y | -39.7% | +112.6% | -152.3% | -63.9% |
| All | -58.0% | +292.9% | -350.8% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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