+168.2%
PCAR vs NCLH
-38.4%
+206.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -7.7% | -20.1% | +12.3% | -4.1% |
| 3M | +3.7% | -17.0% | +20.7% | +6.7% |
| 6M | +2.3% | -23.2% | +25.5% | +6.2% |
| YTD | +12.8% | -31.0% | +43.8% | +18.3% |
| 1Y | +27.8% | -37.3% | +65.0% | +35.6% |
| 3Y | +61.8% | -5.6% | +67.4% | +54.9% |
| 5Y | +168.2% | -37.0% | +205.2% | +154.9% |
| All | +168.2% | -38.4% | +206.6% | +154.9% |
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