-16.0%
PCG vs NCLH
-8.8%
-7.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -5.9% | +0.4% |
| 7D | +1.9% | +15.8% | -13.9% | +1.0% |
| 30D | +8.5% | +25.1% | -16.6% | +7.1% |
| 3M | -22.9% | -7.3% | -15.6% | -23.1% |
| 6M | -16.8% | +8.1% | -24.9% | -17.2% |
| YTD | -15.8% | -16.7% | +0.9% | -16.8% |
| 1Y | -16.0% | -1.0% | -15.0% | -15.9% |
| All | -16.0% | -8.8% | -7.2% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling