-39.2%
NCLH vs PSA
+7.3%
-46.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.8% |
| 7D | -6.5% | -3.7% | -2.8% | -3.9% |
| 30D | -23.3% | -7.7% | -15.6% | -18.6% |
| 3M | -18.6% | -0.6% | -18.0% | -17.9% |
| 6M | -26.2% | -0.9% | -25.3% | -27.3% |
| YTD | -30.2% | +18.7% | -48.9% | -38.0% |
| 1Y | -39.2% | +7.6% | -46.8% | -44.5% |
| All | -39.2% | +7.3% | -46.4% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling