-41.2%
NCLH vs PSLV
+64.0%
-105.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.4% | -1.1% |
| 7D | -6.5% | -4.9% | -1.7% | -5.9% |
| 30D | -22.1% | -1.9% | -20.2% | -22.0% |
| 3M | -18.7% | +4.2% | -22.9% | -19.5% |
| 6M | -28.4% | -27.6% | -0.8% | -25.3% |
| YTD | -34.7% | -11.7% | -23.1% | -35.2% |
| 1Y | -42.7% | +49.3% | -92.0% | -48.2% |
| 3Y | -10.6% | +167.1% | -177.7% | -27.2% |
| 5Y | -40.7% | +151.7% | -192.4% | -51.9% |
| 10Y | -57.8% | +187.0% | -244.7% | -68.6% |
| All | -41.2% | +64.0% | -105.2% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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