+10.2%
PCG vs NCLH
-34.4%
+44.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.9% |
| 7D | -1.1% | +2.7% | -3.8% | -1.4% |
| 30D | +0.1% | +18.4% | -18.3% | -2.2% |
| 3M | -24.4% | -4.3% | -20.2% | -24.2% |
| 6M | -17.7% | +7.9% | -25.6% | -19.1% |
| YTD | -17.4% | -17.4% | 0.0% | -16.8% |
| 1Y | -19.4% | -3.4% | -16.0% | -20.7% |
| 3Y | -18.6% | +44.4% | -63.0% | -28.0% |
| 5Y | +10.2% | -33.7% | +43.9% | +9.4% |
| All | +10.2% | -34.4% | +44.7% | +9.4% |
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