-55.3%
NCLH vs PR
+101.2%
-156.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | -20.1% | +17.4% | -37.4% | -23.6% |
| 3M | -17.0% | +21.8% | -38.8% | -22.2% |
| 6M | -23.2% | +27.6% | -50.8% | -29.7% |
| YTD | -31.0% | +71.4% | -102.5% | -42.0% |
| 1Y | -37.3% | +78.3% | -115.6% | -48.0% |
| 3Y | -5.6% | +85.5% | -91.1% | -24.0% |
| 5Y | -37.0% | +422.7% | -459.6% | -63.6% |
| 10Y | -55.3% | +87.1% | -142.4% | -79.7% |
| All | -55.3% | +101.2% | -156.5% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling