-70.7%
NCLH vs PR
+169.5%
-240.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -6.5% | +2.9% | -9.4% | -7.2% |
| 30D | -23.3% | +18.0% | -41.3% | -26.9% |
| 3M | -18.6% | +16.9% | -35.5% | -22.8% |
| 6M | -26.2% | +28.2% | -54.5% | -32.5% |
| YTD | -30.2% | +69.3% | -99.6% | -41.1% |
| 1Y | -39.2% | +69.5% | -108.7% | -48.8% |
| 3Y | -5.1% | +81.7% | -86.7% | -23.0% |
| 5Y | -36.8% | +422.2% | -459.0% | -63.3% |
| 10Y | -56.3% | +110.4% | -166.6% | -80.4% |
| All | -70.7% | +169.5% | -240.1% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling