-40.1%
NCLH vs PNC
+482.3%
-522.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.6% |
| 7D | -4.6% | -0.7% | -3.9% | -3.9% |
| 30D | -19.9% | -4.4% | -15.5% | -16.3% |
| 3M | -22.0% | +4.5% | -26.5% | -25.3% |
| 6M | -28.3% | +19.1% | -47.4% | -39.3% |
| YTD | -33.5% | +18.0% | -51.5% | -43.6% |
| 1Y | -41.5% | +24.1% | -65.5% | -52.7% |
| 3Y | -8.9% | +130.0% | -138.9% | -59.0% |
| 5Y | -40.5% | +50.4% | -90.9% | -59.8% |
| 10Y | -57.0% | +271.3% | -328.2% | -85.2% |
| All | -40.1% | +482.3% | -522.4% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling