-75.3%
PCG vs NCLH
-56.8%
-18.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.7% | -3.7% |
| 7D | +6.5% | -4.6% | +11.1% | +7.3% |
| 30D | -16.7% | -19.9% | +3.2% | -13.5% |
| 3M | -14.2% | -22.0% | +7.8% | -10.9% |
| 6M | -21.5% | -28.3% | +6.8% | -17.8% |
| YTD | -11.2% | -33.5% | +22.3% | -6.7% |
| 1Y | -4.2% | -41.5% | +37.3% | +2.4% |
| 3Y | -14.9% | -8.9% | -6.0% | -20.2% |
| 5Y | +54.2% | -40.5% | +94.7% | +46.7% |
| 10Y | -75.3% | -57.0% | -18.4% | -81.0% |
| All | -75.3% | -56.8% | -18.5% | -81.0% |
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