+367.9%
PCAR vs NCLH
-56.8%
+424.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.1% |
| 7D | -0.2% | -4.6% | +4.4% | +0.6% |
| 30D | -6.9% | -19.9% | +13.1% | -3.5% |
| 3M | +2.1% | -22.0% | +24.1% | +5.9% |
| 6M | +1.6% | -28.3% | +29.9% | +6.4% |
| YTD | +12.2% | -33.5% | +45.7% | +18.1% |
| 1Y | +28.0% | -41.5% | +69.5% | +37.0% |
| 3Y | +61.0% | -8.9% | +69.9% | +55.3% |
| 5Y | +163.9% | -40.5% | +204.4% | +157.9% |
| 10Y | +367.9% | -57.0% | +424.9% | +338.6% |
| All | +367.9% | -56.8% | +424.7% | +338.6% |
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