+46.9%
PM vs NCLH
-8.8%
+55.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.8% | -5.2% | +1.5% |
| 7D | +4.3% | +15.8% | -11.6% | +4.1% |
| 30D | +11.5% | +25.1% | -13.6% | +11.3% |
| 3M | +13.0% | -7.3% | +20.4% | +13.0% |
| 6M | +25.9% | +8.1% | +17.8% | +26.8% |
| YTD | +34.0% | -16.7% | +50.7% | +35.7% |
| 1Y | +46.9% | -1.0% | +47.9% | +41.6% |
| All | +46.9% | -8.8% | +55.7% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling