-1.6%
PFE vs NCLH
-6.4%
+4.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -2.2% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +3.8% | -20.1% | +23.9% | +5.2% |
| 3M | +10.4% | -17.0% | +27.4% | +11.4% |
| 6M | +6.3% | -23.2% | +29.5% | +7.5% |
| YTD | +17.4% | -31.0% | +48.4% | +19.3% |
| 1Y | +21.1% | -37.3% | +58.4% | +23.3% |
| 3Y | -1.6% | -5.6% | +4.0% | -4.8% |
| All | -1.6% | -6.4% | +4.8% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling