-58.0%
NCLH vs PSKY
-74.6%
+16.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.7% |
| 7D | -4.8% | -2.4% | -2.4% | -3.8% |
| 30D | -21.7% | +11.6% | -33.2% | -25.7% |
| 3M | -22.2% | +1.5% | -23.8% | -23.5% |
| 6M | -27.5% | +7.7% | -35.2% | -31.4% |
| YTD | -33.6% | -20.1% | -13.5% | -29.2% |
| 1Y | -45.0% | -38.3% | -6.7% | -35.1% |
| 3Y | -11.0% | -17.7% | +6.7% | -25.4% |
| 5Y | -39.7% | -69.9% | +30.2% | -13.9% |
| All | -58.0% | -74.6% | +16.6% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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