-60.9%
PCG vs NCLH
-26.3%
-34.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.5% | +6.3% | -6.7% | -1.5% |
| 30D | +0.8% | +18.9% | -18.1% | -2.3% |
| 3M | -22.0% | -0.2% | -21.8% | -22.3% |
| 6M | -17.1% | +8.4% | -25.5% | -19.0% |
| YTD | -16.9% | -17.1% | +0.2% | -16.2% |
| 1Y | -19.1% | -2.8% | -16.3% | -20.8% |
| 3Y | -19.4% | +40.4% | -59.9% | -29.4% |
| 5Y | +9.0% | -30.8% | +39.8% | +1.7% |
| 10Y | -76.2% | -51.3% | -24.9% | -81.9% |
| All | -60.9% | -26.3% | -34.6% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling