-81.4%
PATH vs NCLH
-31.8%
-49.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -2.3% | +6.3% | -8.5% | -4.6% |
| 30D | -4.8% | +18.9% | -23.7% | -11.8% |
| 3M | -17.7% | -0.2% | -17.5% | -18.5% |
| 6M | +18.9% | +8.4% | +10.5% | +12.2% |
| YTD | -21.7% | -17.1% | -4.7% | -20.4% |
| 1Y | -9.6% | -2.8% | -6.9% | -14.9% |
| 3Y | -25.8% | +40.4% | -66.3% | -46.6% |
| 5Y | -77.1% | -30.8% | -46.3% | -80.8% |
| All | -81.4% | -31.8% | -49.6% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling