-40.7%
NCLH vs PSKY
-71.2%
+30.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.3% |
| 7D | -6.5% | -6.0% | -0.6% | -4.8% |
| 30D | -22.1% | +10.7% | -32.7% | -24.5% |
| 3M | -18.7% | +1.2% | -19.9% | -19.3% |
| 6M | -28.4% | +1.5% | -29.9% | -29.5% |
| YTD | -34.7% | -21.8% | -13.0% | -31.3% |
| 1Y | -42.7% | -30.2% | -12.5% | -38.5% |
| 3Y | -10.6% | -20.1% | +9.5% | -17.5% |
| 5Y | -40.7% | -70.5% | +29.8% | -10.8% |
| All | -40.7% | -71.2% | +30.4% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling