-40.5%
NCLH vs PH
+251.4%
-291.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -2.9% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -19.9% | -10.3% | -9.7% | -11.3% |
| 3M | -22.0% | +5.1% | -27.0% | -26.7% |
| 6M | -28.3% | +2.3% | -30.6% | -31.0% |
| YTD | -33.5% | +8.7% | -42.2% | -39.7% |
| 1Y | -41.5% | +26.8% | -68.2% | -54.7% |
| 3Y | -8.9% | +139.2% | -148.1% | -62.9% |
| 5Y | -40.5% | +251.1% | -291.6% | -84.7% |
| All | -40.5% | +251.4% | -291.9% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling