+36.7%
NCLH vs PR
+64.2%
-27.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | +2.0% | -16.4% | +18.4% | +5.0% |
| 30D | +19.1% | -1.9% | +21.0% | +18.8% |
| 3M | -7.5% | +8.0% | -15.4% | -10.1% |
| 6M | +1.0% | +4.1% | -3.1% | -1.7% |
| YTD | -19.7% | +58.7% | -78.4% | -35.4% |
| 1Y | -1.8% | +75.8% | -77.6% | -24.7% |
| 3Y | +36.7% | +73.2% | -36.5% | +3.8% |
| All | +36.7% | +64.2% | -27.6% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling