-37.9%
NCLH vs PSA
+238.0%
-275.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -0.3% | -0.4% | +0.2% | -0.1% |
| 30D | -20.1% | -8.2% | -11.9% | -16.7% |
| 3M | -17.0% | -2.1% | -14.9% | -16.1% |
| 6M | -23.2% | -0.2% | -23.0% | -23.0% |
| YTD | -31.0% | +18.5% | -49.5% | -36.2% |
| 1Y | -37.3% | +6.6% | -43.8% | -39.1% |
| 3Y | -5.6% | +24.5% | -30.0% | -16.2% |
| 5Y | -37.0% | +13.6% | -50.6% | -42.8% |
| 10Y | -55.3% | +102.0% | -157.2% | -69.7% |
| All | -37.9% | +238.0% | -275.9% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling