-3.2%
NCLH vs PH
+13.5%
-16.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +0.2% | +4.3% | -4.1% | -2.6% |
| 30D | +20.8% | +0.1% | +20.6% | +20.0% |
| 3M | -8.1% | -9.4% | +1.2% | -1.5% |
| 6M | +11.8% | +8.8% | +3.1% | +0.2% |
| YTD | -19.5% | +9.6% | -29.2% | -31.2% |
| 1Y | -3.2% | +14.4% | -17.7% | -21.5% |
| All | -3.2% | +13.5% | -16.7% | -21.5% |
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 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