-81.2%
PATH vs NCLH
-34.0%
-47.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -5.3% | +2.0% | -7.3% | -6.1% |
| 30D | -0.5% | +19.1% | -19.6% | -7.9% |
| 3M | -7.1% | -7.5% | +0.3% | -5.3% |
| 6M | +23.8% | +1.0% | +22.9% | +20.1% |
| YTD | -20.7% | -19.7% | -1.0% | -18.3% |
| 1Y | -8.1% | -1.8% | -6.3% | -13.9% |
| 3Y | -21.8% | +36.7% | -58.5% | -43.1% |
| 5Y | -76.8% | -38.0% | -38.8% | -79.9% |
| All | -81.2% | -34.0% | -47.1% | -83.3% |
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