-41.2%
NCLH vs PNR
+104.3%
-145.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -0.7% |
| 7D | -6.5% | -5.5% | -1.1% | -2.0% |
| 30D | -22.1% | -15.6% | -6.5% | -10.2% |
| 3M | -18.7% | -20.2% | +1.5% | -3.7% |
| 6M | -28.4% | -36.6% | +8.2% | +3.1% |
| YTD | -34.7% | -45.0% | +10.3% | +5.2% |
| 1Y | -42.7% | -47.4% | +4.7% | -3.8% |
| 3Y | -10.6% | -13.7% | +3.1% | -1.6% |
| 5Y | -40.7% | -20.8% | -19.9% | -30.9% |
| 10Y | -57.8% | +65.2% | -122.9% | -73.3% |
| All | -41.2% | +104.3% | -145.5% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling