-10.9%
NCLH vs PH
+137.6%
-148.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.0% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -19.9% | -10.3% | -9.7% | -12.4% |
| 3M | -22.0% | +5.1% | -27.0% | -26.2% |
| 6M | -28.3% | +2.3% | -30.6% | -30.7% |
| YTD | -33.5% | +8.7% | -42.2% | -38.9% |
| 1Y | -41.5% | +26.8% | -68.2% | -53.2% |
| All | -10.9% | +137.6% | -148.5% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling