+48.5%
PFE vs NCLH
-53.1%
+101.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.8% |
| 7D | -2.1% | +1.7% | -3.8% | -2.2% |
| 30D | +3.1% | +17.9% | -14.8% | +1.9% |
| 3M | +11.2% | -4.5% | +15.7% | +11.3% |
| 6M | +15.0% | +12.9% | +2.2% | +13.8% |
| YTD | +23.5% | -19.1% | +42.6% | +24.3% |
| 1Y | +18.9% | -4.6% | +23.6% | +18.3% |
| 3Y | +18.7% | +37.0% | -18.3% | +13.5% |
| 5Y | -24.0% | -29.5% | +5.5% | -25.9% |
| All | +48.5% | -53.1% | +101.6% | +53.4% |
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 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