+295.0%
PCAR vs NCLH
-50.1%
+345.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.8% | +2.1% |
| 7D | +2.2% | +1.2% | +1.0% | +2.0% |
| 30D | +0.3% | +22.6% | -22.3% | -3.2% |
| 3M | -17.9% | +0.6% | -18.6% | -18.3% |
| 6M | -3.4% | +13.5% | -16.9% | -6.2% |
| YTD | -0.1% | -15.7% | +15.6% | +0.8% |
| 1Y | +13.4% | 0.0% | +13.4% | +11.2% |
| 3Y | +37.2% | +42.8% | -5.6% | +23.0% |
| 5Y | +117.3% | -28.4% | +145.8% | +105.7% |
| 10Y | +295.0% | -51.0% | +346.0% | +271.8% |
| All | +295.0% | -50.1% | +345.0% | +271.8% |
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