+102.2%
PFE vs NCLH
-38.0%
+140.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +1.8% | -6.5% | +8.2% | +2.2% |
| 30D | +10.2% | -23.3% | +33.5% | +12.2% |
| 3M | +12.7% | -18.6% | +31.3% | +14.1% |
| 6M | +10.5% | -26.2% | +36.8% | +12.4% |
| YTD | +20.2% | -30.2% | +50.4% | +22.4% |
| 1Y | +24.1% | -39.2% | +63.2% | +27.3% |
| 3Y | -3.6% | -5.1% | +1.5% | -5.9% |
| 5Y | -20.9% | -36.8% | +15.9% | -22.5% |
| 10Y | +35.8% | -56.3% | +92.1% | +29.0% |
| All | +102.2% | -38.0% | +140.1% | +90.6% |
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