-58.7%
NCLH vs PH
+804.8%
-863.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -0.2% |
| 7D | -6.5% | -3.1% | -3.4% | -3.4% |
| 30D | -22.1% | -11.8% | -10.3% | -11.3% |
| 3M | -18.7% | +6.9% | -25.6% | -25.4% |
| 6M | -28.4% | -1.3% | -27.1% | -28.7% |
| YTD | -34.7% | +7.0% | -41.7% | -40.3% |
| 1Y | -42.7% | +23.1% | -65.8% | -55.2% |
| 3Y | -10.6% | +135.4% | -146.0% | -65.9% |
| 5Y | -40.7% | +250.3% | -291.1% | -85.4% |
| All | -58.7% | +804.8% | -863.4% | -94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling