+35.2%
PFE vs NCLH
-56.8%
+92.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.2% |
| 7D | -4.3% | -4.6% | +0.4% | -4.0% |
| 30D | +2.7% | -19.9% | +22.6% | +4.1% |
| 3M | +10.0% | -22.0% | +31.9% | +11.5% |
| 6M | +7.2% | -28.3% | +35.5% | +9.0% |
| YTD | +17.3% | -33.5% | +50.8% | +19.6% |
| 1Y | +20.3% | -41.5% | +61.8% | +23.4% |
| 3Y | -1.6% | -8.9% | +7.3% | -3.4% |
| 5Y | -21.4% | -40.5% | +19.1% | -22.4% |
| 10Y | +35.2% | -57.0% | +92.2% | +35.2% |
| All | +35.2% | -56.8% | +92.1% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling