-39.2%
NCLH vs PH
+30.5%
-69.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -6.5% | -3.1% | -3.4% | -4.4% |
| 30D | -23.3% | -3.2% | -20.1% | -21.9% |
| 3M | -18.6% | +10.6% | -29.2% | -26.2% |
| 6M | -26.2% | -2.1% | -24.1% | -26.9% |
| YTD | -30.2% | +10.2% | -40.4% | -36.3% |
| 1Y | -39.2% | +28.2% | -67.4% | -48.9% |
| All | -39.2% | +30.5% | -69.7% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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