-39.2%
NCLH vs PTC
-33.3%
-5.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | 0.0% |
| 7D | -6.5% | -10.3% | +3.8% | -6.3% |
| 30D | -23.3% | +1.1% | -24.4% | -23.3% |
| 3M | -18.6% | +1.6% | -20.2% | -18.4% |
| 6M | -26.2% | -13.5% | -12.8% | -22.8% |
| YTD | -30.2% | -19.1% | -11.2% | -22.5% |
| 1Y | -39.2% | -33.9% | -5.3% | -27.2% |
| All | -39.2% | -33.3% | -5.9% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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