-40.2%
NCLH vs PGR
+1,350.3%
-1,390.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.5% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | -21.7% | +4.9% | -26.6% | -23.2% |
| 3M | -22.2% | +7.6% | -29.9% | -24.9% |
| 6M | -27.5% | +8.3% | -35.8% | -30.7% |
| YTD | -33.6% | +1.7% | -35.3% | -35.2% |
| 1Y | -45.0% | -6.8% | -38.1% | -44.5% |
| 3Y | -11.0% | +73.4% | -84.5% | -34.9% |
| 5Y | -39.7% | +161.2% | -201.0% | -65.8% |
| 10Y | -57.0% | +819.5% | -876.5% | -89.1% |
| All | -40.2% | +1,350.3% | -1,390.5% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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