-77.1%
PATH vs NCLH
-32.2%
-44.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -2.3% | +6.3% | -8.5% | -4.7% |
| 30D | -4.8% | +18.9% | -23.7% | -12.0% |
| 3M | -17.7% | -0.2% | -17.5% | -18.5% |
| 6M | +18.9% | +8.4% | +10.5% | +11.9% |
| YTD | -21.7% | -17.1% | -4.7% | -20.4% |
| 1Y | -9.6% | -2.8% | -6.9% | -15.2% |
| 3Y | -25.8% | +40.4% | -66.3% | -48.0% |
| 5Y | -77.1% | -30.8% | -46.3% | -81.4% |
| All | -77.1% | -32.2% | -44.9% | -81.4% |
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