-58.0%
NCLH vs PTC
+205.0%
-262.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.6% |
| 7D | -4.8% | -7.3% | +2.4% | +0.1% |
| 30D | -21.7% | -11.6% | -10.0% | -15.4% |
| 3M | -22.2% | +10.5% | -32.7% | -29.5% |
| 6M | -27.5% | -17.8% | -9.7% | -20.9% |
| YTD | -33.6% | -24.9% | -8.7% | -23.6% |
| 1Y | -45.0% | -36.8% | -8.2% | -27.9% |
| 3Y | -11.0% | -8.7% | -2.3% | -13.9% |
| 5Y | -39.7% | +4.1% | -43.8% | -47.0% |
| All | -58.0% | +205.0% | -262.9% | -81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling