-1.0%
NCLH vs PNC
+32.8%
-33.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +5.1% |
| 7D | +15.8% | +2.3% | +13.5% | +13.8% |
| 30D | +25.1% | +7.0% | +18.1% | +18.3% |
| 3M | -7.3% | -7.3% | 0.0% | -0.7% |
| 6M | +8.1% | +8.9% | -0.8% | -0.1% |
| YTD | -16.7% | +15.5% | -32.2% | -28.4% |
| 1Y | -1.0% | +31.8% | -32.8% | -26.4% |
| All | -1.0% | +32.8% | -33.8% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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