-40.7%
NCLH vs PHM
+149.8%
-190.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -0.5% |
| 7D | -6.5% | -6.4% | -0.2% | -2.4% |
| 30D | -22.1% | -12.1% | -10.0% | -15.2% |
| 3M | -18.7% | -1.5% | -17.1% | -17.7% |
| 6M | -28.4% | -6.0% | -22.4% | -25.1% |
| YTD | -34.7% | -0.3% | -34.4% | -34.5% |
| 1Y | -42.7% | -13.3% | -29.4% | -37.5% |
| 3Y | -10.6% | +47.6% | -58.2% | -36.5% |
| 5Y | -40.7% | +154.7% | -195.5% | -74.2% |
| All | -40.7% | +149.8% | -190.6% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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