-42.7%
NCLH vs PH
+24.6%
-67.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -0.8% |
| 7D | -6.5% | -3.1% | -3.4% | -4.4% |
| 30D | -22.1% | -11.8% | -10.3% | -15.0% |
| 3M | -18.7% | +6.9% | -25.6% | -24.7% |
| 6M | -28.4% | -1.3% | -27.1% | -29.7% |
| YTD | -34.7% | +7.0% | -41.7% | -39.2% |
| 1Y | -42.7% | +23.1% | -65.8% | -50.8% |
| All | -42.7% | +24.6% | -67.3% | -50.8% |
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