-73.1%
NCLH vs PFGC
+409.4%
-482.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | +0.1% |
| 7D | -0.3% | -2.4% | +2.2% | +1.4% |
| 30D | -20.1% | -15.8% | -4.3% | -10.8% |
| 3M | -17.0% | -0.6% | -16.4% | -17.1% |
| 6M | -23.2% | +10.7% | -33.9% | -28.5% |
| YTD | -31.0% | +7.6% | -38.7% | -35.1% |
| 1Y | -37.3% | -7.8% | -29.4% | -34.6% |
| 3Y | -5.6% | +63.7% | -69.3% | -32.6% |
| 5Y | -37.0% | +112.3% | -149.2% | -61.4% |
| 10Y | -55.3% | +286.7% | -342.0% | -76.4% |
| All | -73.1% | +409.4% | -482.6% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling