-37.9%
NCLH vs PSX
+650.0%
-688.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -2.1% |
| 7D | -0.3% | +2.8% | -3.1% | -2.0% |
| 30D | -20.1% | +27.8% | -47.8% | -31.9% |
| 3M | -17.0% | +42.0% | -59.1% | -34.9% |
| 6M | -23.2% | +58.1% | -81.4% | -45.4% |
| YTD | -31.0% | +105.0% | -136.1% | -59.6% |
| 1Y | -37.3% | +104.9% | -142.2% | -63.5% |
| 3Y | -5.6% | +134.1% | -139.6% | -52.3% |
| 5Y | -37.0% | +363.8% | -400.8% | -82.3% |
| 10Y | -55.3% | +370.1% | -425.4% | -87.4% |
| All | -37.9% | +650.0% | -688.0% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling