+116.1%
PG vs NCLH
-56.9%
+173.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | -0.8% | -4.8% | +4.0% | -0.6% |
| 30D | +0.8% | -21.7% | +22.5% | +1.7% |
| 3M | -1.3% | -22.2% | +20.9% | -0.5% |
| 6M | -3.8% | -27.5% | +23.7% | -2.9% |
| YTD | +3.6% | -33.6% | +37.2% | +4.8% |
| 1Y | -5.7% | -45.0% | +39.3% | -4.2% |
| 3Y | +1.6% | -11.0% | +12.6% | +0.5% |
| 5Y | +14.6% | -39.7% | +54.3% | +13.3% |
| All | +116.1% | -56.9% | +173.1% | +109.4% |
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