-57.9%
PCG vs NCLH
-38.0%
-19.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.6% | +2.5% |
| 7D | -13.9% | -6.5% | -7.4% | -12.9% |
| 30D | -16.9% | -23.3% | +6.4% | -13.2% |
| 3M | -14.7% | -18.6% | +3.9% | -12.2% |
| 6M | -23.8% | -26.2% | +2.4% | -20.8% |
| YTD | -10.5% | -30.2% | +19.7% | -6.9% |
| 1Y | -5.1% | -39.2% | +34.0% | +0.5% |
| 3Y | -11.6% | -5.1% | -6.5% | -17.3% |
| 5Y | +59.0% | -36.8% | +95.8% | +50.3% |
| 10Y | -75.7% | -56.3% | -19.5% | -81.1% |
| All | -57.9% | -38.0% | -19.9% | -67.4% |
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 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