-29.6%
NCLH vs PTC
+60.7%
-90.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +0.2% | +0.5% | -0.3% | 0.0% |
| 30D | +20.8% | +1.2% | +19.6% | +20.1% |
| 3M | -8.1% | +27.4% | -35.5% | -22.1% |
| 6M | +11.8% | +39.2% | -27.4% | -13.5% |
| YTD | -19.5% | +12.5% | -32.0% | -27.8% |
| 1Y | -3.2% | +12.3% | -15.5% | -12.9% |
| 3Y | +37.1% | +28.8% | +8.3% | +2.7% |
| All | -29.6% | +60.7% | -90.3% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling