-65.3%
NCLH vs PR
+149.9%
-215.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.1% |
| 7D | +2.7% | -12.4% | +15.1% | +6.1% |
| 30D | +18.4% | -6.6% | +24.9% | +19.9% |
| 3M | -4.3% | +7.5% | -11.8% | -7.0% |
| 6M | +7.9% | +10.8% | -2.9% | +2.8% |
| YTD | -17.4% | +57.0% | -74.4% | -29.4% |
| 1Y | -3.4% | +67.9% | -71.3% | -19.0% |
| 3Y | +44.4% | +87.6% | -43.2% | +15.9% |
| 5Y | -33.7% | +220.4% | -254.1% | -56.4% |
| 10Y | -48.1% | +64.8% | -113.0% | -76.9% |
| All | -65.3% | +149.9% | -215.2% | -84.1% |
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