-40.1%
NCLH vs PSKY
-67.9%
+27.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.4% | +1.9% | -1.0% |
| 7D | -4.6% | -6.8% | +2.2% | -1.5% |
| 30D | -19.9% | +10.2% | -30.2% | -23.6% |
| 3M | -22.0% | +0.3% | -22.2% | -22.7% |
| 6M | -28.3% | -7.8% | -20.5% | -27.1% |
| YTD | -33.5% | -23.0% | -10.5% | -27.9% |
| 1Y | -41.5% | -31.6% | -9.8% | -34.8% |
| 3Y | -8.9% | -21.3% | +12.4% | -21.4% |
| 5Y | -40.5% | -71.5% | +31.0% | -13.9% |
| 10Y | -57.0% | -75.6% | +18.7% | -60.9% |
| All | -40.1% | -67.9% | +27.8% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling