+316.7%
PANW vs NCLH
-40.4%
+357.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.6% |
| 7D | -0.8% | -4.8% | +4.0% | +0.1% |
| 30D | -14.6% | -21.7% | +7.1% | -10.6% |
| 3M | +18.3% | -22.2% | +40.5% | +23.4% |
| 6M | +100.5% | -27.5% | +128.0% | +110.2% |
| YTD | +79.5% | -33.6% | +113.1% | +89.4% |
| 1Y | +66.7% | -45.0% | +111.7% | +82.1% |
| 3Y | +161.2% | -11.0% | +172.3% | +145.0% |
| All | +316.7% | -40.4% | +357.1% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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