-37.8%
NCLH vs PR
+433.6%
-471.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -6.5% | +2.9% | -9.4% | -7.3% |
| 30D | -23.3% | +18.0% | -41.3% | -27.1% |
| 3M | -18.6% | +16.9% | -35.5% | -23.2% |
| 6M | -26.2% | +28.2% | -54.5% | -33.4% |
| YTD | -30.2% | +69.3% | -99.6% | -43.1% |
| 1Y | -39.2% | +69.5% | -108.7% | -50.6% |
| 3Y | -5.1% | +81.7% | -86.7% | -26.9% |
| All | -37.8% | +433.6% | -471.4% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling