-58.0%
NCLH vs PSA
+102.6%
-160.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -4.8% | -1.8% | -3.0% | -3.9% |
| 30D | -21.7% | -8.4% | -13.3% | -18.2% |
| 3M | -22.2% | -7.8% | -14.4% | -19.0% |
| 6M | -27.5% | +0.8% | -28.3% | -27.5% |
| YTD | -33.6% | +16.5% | -50.1% | -38.1% |
| 1Y | -45.0% | +4.7% | -49.7% | -46.2% |
| 3Y | -11.0% | +21.1% | -32.1% | -20.3% |
| 5Y | -39.7% | +14.2% | -53.9% | -45.6% |
| All | -58.0% | +102.6% | -160.5% | -72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling