-45.0%
NCLH vs PFGC
-10.1%
-34.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +2.0% |
| 7D | -4.8% | -4.8% | -0.1% | -1.9% |
| 30D | -21.7% | -12.5% | -9.1% | -15.1% |
| 3M | -22.2% | -9.7% | -12.5% | -18.0% |
| 6M | -27.5% | +7.0% | -34.5% | -32.1% |
| YTD | -33.6% | +4.5% | -38.1% | -36.9% |
| 1Y | -45.0% | -11.6% | -33.4% | -43.5% |
| All | -45.0% | -10.1% | -34.9% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling