+37.9%
NCLH vs PTC
+29.3%
+8.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +1.7% | +0.8% | +0.8% | +1.5% |
| 30D | +17.9% | +1.2% | +16.7% | +17.5% |
| 3M | -4.5% | +32.6% | -37.2% | -13.2% |
| 6M | +12.9% | +36.1% | -23.2% | +0.4% |
| YTD | -19.1% | +12.7% | -31.7% | -19.3% |
| 1Y | -4.6% | +10.2% | -14.8% | -3.3% |
| All | +37.9% | +29.3% | +8.6% | +11.9% |
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