-11.1%
PCG vs NCLH
-6.4%
-4.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.7% |
| 7D | +5.4% | -0.3% | +5.7% | +5.4% |
| 30D | -15.1% | -20.1% | +4.9% | -13.6% |
| 3M | -9.8% | -17.0% | +7.2% | -8.7% |
| 6M | -18.0% | -23.2% | +5.2% | -16.6% |
| YTD | -7.2% | -31.0% | +23.8% | -5.4% |
| 1Y | +2.9% | -37.3% | +40.1% | +5.8% |
| 3Y | -11.1% | -5.6% | -5.5% | -15.6% |
| All | -11.1% | -6.4% | -4.7% | -15.6% |
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 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