-10.9%
NCLH vs PFGC
+61.7%
-72.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.6% |
| 7D | -4.6% | -3.7% | -0.9% | -1.9% |
| 30D | -19.9% | -16.0% | -4.0% | -9.5% |
| 3M | -22.0% | -4.1% | -17.8% | -20.2% |
| 6M | -28.3% | +8.7% | -37.0% | -33.5% |
| YTD | -33.5% | +6.4% | -39.8% | -37.9% |
| 1Y | -41.5% | -8.4% | -33.1% | -38.5% |
| All | -10.9% | +61.7% | -72.6% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling