+48.8%
PFE vs NCLH
-53.4%
+102.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | +0.3% | +20.8% | -20.4% | -0.9% |
| 3M | +9.4% | -8.1% | +17.5% | +9.8% |
| 6M | +14.9% | +11.8% | +3.1% | +13.7% |
| YTD | +23.8% | -19.5% | +43.3% | +24.6% |
| 1Y | +19.5% | -3.2% | +22.8% | +18.8% |
| 3Y | +21.0% | +37.1% | -16.1% | +15.7% |
| 5Y | -23.9% | -29.9% | +6.1% | -25.7% |
| All | +48.8% | -53.4% | +102.2% | +53.8% |
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