-58.0%
NCLH vs PSX
+386.4%
-444.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -4.8% | +1.7% | -6.5% | -6.0% |
| 30D | -21.7% | +15.6% | -37.3% | -29.6% |
| 3M | -22.2% | +46.5% | -68.7% | -42.0% |
| 6M | -27.5% | +55.0% | -82.5% | -49.9% |
| YTD | -33.6% | +105.3% | -138.9% | -63.8% |
| 1Y | -45.0% | +101.6% | -146.6% | -69.9% |
| 3Y | -11.0% | +134.1% | -145.2% | -59.4% |
| 5Y | -39.7% | +368.7% | -408.4% | -86.8% |
| All | -58.0% | +386.4% | -444.4% | -90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling