-10.9%
NCLH vs PSA
+21.5%
-32.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.2% |
| 7D | -4.6% | -2.2% | -2.4% | -3.4% |
| 30D | -19.9% | -9.6% | -10.4% | -15.3% |
| 3M | -22.0% | -7.9% | -14.1% | -18.2% |
| 6M | -28.3% | -2.0% | -26.3% | -27.4% |
| YTD | -33.5% | +15.7% | -49.2% | -38.0% |
| 1Y | -41.5% | +5.8% | -47.2% | -43.1% |
| All | -10.9% | +21.5% | -32.4% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling