-81.1%
PATH vs NCLH
-34.6%
-46.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.8% | -1.9% |
| 7D | -5.6% | -2.5% | -3.1% | -4.7% |
| 30D | -0.7% | +14.5% | -15.2% | -6.6% |
| 3M | -5.9% | -12.5% | +6.7% | -1.9% |
| 6M | +21.6% | +4.8% | +16.7% | +16.0% |
| YTD | -20.6% | -20.4% | -0.2% | -18.0% |
| 1Y | -10.6% | -4.6% | -6.0% | -15.2% |
| 3Y | -24.9% | +28.6% | -53.5% | -43.7% |
| 5Y | -76.8% | -38.6% | -38.2% | -79.9% |
| All | -81.1% | -34.6% | -46.5% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling