-61.7%
PCG vs NCLH
-28.0%
-33.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.3% |
| 7D | -2.0% | +1.7% | -3.7% | -2.3% |
| 30D | -2.7% | +17.9% | -20.6% | -5.5% |
| 3M | -25.1% | -4.5% | -20.5% | -24.8% |
| 6M | -22.3% | +12.9% | -35.2% | -24.5% |
| YTD | -18.5% | -19.1% | +0.6% | -17.5% |
| 1Y | -21.8% | -4.6% | -17.2% | -23.2% |
| 3Y | -21.0% | +37.0% | -58.1% | -30.6% |
| 5Y | +8.1% | -29.5% | +37.6% | +0.5% |
| 10Y | -76.6% | -53.0% | -23.6% | -82.2% |
| All | -61.7% | -28.0% | -33.6% | -71.1% |
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