-5.6%
NCLH vs PR
+82.3%
-87.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -6.5% | +2.9% | -9.4% | -7.0% |
| 30D | -23.3% | +18.0% | -41.3% | -26.1% |
| 3M | -18.6% | +16.9% | -35.5% | -21.9% |
| 6M | -26.2% | +28.2% | -54.5% | -32.7% |
| YTD | -30.2% | +69.3% | -99.6% | -43.1% |
| 1Y | -39.2% | +69.5% | -108.7% | -50.7% |
| All | -5.6% | +82.3% | -87.9% | -28.3% |
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