-40.7%
NCLH vs PSA
+13.0%
-53.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -6.5% | -3.6% | -2.9% | -4.7% |
| 30D | -22.1% | -9.4% | -12.7% | -18.0% |
| 3M | -18.7% | -8.2% | -10.5% | -14.9% |
| 6M | -28.4% | -1.8% | -26.6% | -27.6% |
| YTD | -34.7% | +15.7% | -50.5% | -39.0% |
| 1Y | -42.7% | +6.3% | -49.0% | -44.4% |
| 3Y | -10.6% | +21.6% | -32.2% | -21.3% |
| 5Y | -40.7% | +13.5% | -54.2% | -48.0% |
| All | -40.7% | +13.0% | -53.8% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling