-10.9%
NCLH vs PTC
-10.6%
-0.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.1% |
| 7D | -4.6% | -13.6% | +8.9% | +1.3% |
| 30D | -19.9% | -14.7% | -5.3% | -14.7% |
| 3M | -22.0% | -5.9% | -16.1% | -21.5% |
| 6M | -28.3% | -21.1% | -7.2% | -20.1% |
| YTD | -33.5% | -26.0% | -7.5% | -23.1% |
| 1Y | -41.5% | -36.8% | -4.6% | -24.0% |
| All | -10.9% | -10.6% | -0.3% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling