+210.9%
PM vs NCLH
-56.9%
+267.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | +4.7% | -4.8% | +9.5% | +5.1% |
| 30D | +2.6% | -21.7% | +24.3% | +4.6% |
| 3M | +6.6% | -22.2% | +28.8% | +8.6% |
| 6M | +16.5% | -27.5% | +44.0% | +18.9% |
| YTD | +21.2% | -33.6% | +54.8% | +24.1% |
| 1Y | +17.9% | -45.0% | +62.9% | +22.4% |
| 3Y | +129.8% | -11.0% | +140.9% | +121.8% |
| 5Y | +133.0% | -39.7% | +172.8% | +125.6% |
| All | +210.9% | -56.9% | +267.9% | +180.5% |
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