-45.0%
NCLH vs PNR
-47.6%
+2.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -4.8% | -6.0% | +1.2% | -1.3% |
| 30D | -21.7% | -14.0% | -7.7% | -14.4% |
| 3M | -22.2% | -21.7% | -0.6% | -12.3% |
| 6M | -27.5% | -37.3% | +9.7% | -5.7% |
| YTD | -33.6% | -45.1% | +11.5% | -6.6% |
| 1Y | -45.0% | -49.1% | +4.1% | -19.3% |
| All | -45.0% | -47.6% | +2.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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