-27.1%
NCLH vs PTC
+735.1%
-762.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +1.7% | +0.8% | +0.8% | +1.2% |
| 30D | +17.9% | +1.2% | +16.7% | +17.1% |
| 3M | -4.5% | +32.6% | -37.2% | -23.7% |
| 6M | +12.9% | +36.1% | -23.2% | -14.2% |
| YTD | -19.1% | +12.7% | -31.7% | -31.4% |
| 1Y | -4.6% | +10.2% | -14.8% | -17.8% |
| 3Y | +37.0% | +29.4% | +7.6% | +3.8% |
| 5Y | -29.5% | +61.1% | -90.6% | -53.5% |
| 10Y | -53.0% | +317.1% | -370.1% | -83.0% |
| All | -27.1% | +735.1% | -762.3% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling