-1.0%
NCLH vs PSX
+97.5%
-98.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.5% | +11.3% | +4.8% |
| 7D | +15.8% | -5.2% | +21.0% | +13.4% |
| 30D | +25.1% | -3.7% | +28.8% | +23.5% |
| 3M | -7.3% | +26.8% | -34.1% | +4.1% |
| 6M | +8.1% | +47.3% | -39.2% | +30.4% |
| YTD | -16.7% | +105.4% | -122.1% | +3.2% |
| 1Y | -1.0% | +96.9% | -97.9% | +22.5% |
| All | -1.0% | +97.5% | -98.5% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling