-18.6%
PCG vs NCLH
+38.1%
-56.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.1% |
| 7D | -1.1% | +2.7% | -3.8% | -1.3% |
| 30D | +0.1% | +18.4% | -18.3% | -1.5% |
| 3M | -24.4% | -4.3% | -20.2% | -24.4% |
| 6M | -17.7% | +7.9% | -25.6% | -18.6% |
| YTD | -17.4% | -17.4% | 0.0% | -17.1% |
| 1Y | -19.4% | -3.4% | -16.0% | -20.4% |
| 3Y | -18.6% | +44.4% | -63.0% | -29.3% |
| All | -18.6% | +38.1% | -56.6% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling