+17.9%
PM vs NCLH
-42.7%
+60.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.7% |
| 7D | +4.7% | -4.8% | +9.5% | +4.6% |
| 30D | +2.6% | -21.7% | +24.3% | +2.4% |
| 3M | +6.6% | -22.2% | +28.8% | +6.7% |
| 6M | +16.5% | -27.5% | +44.0% | +17.3% |
| YTD | +21.2% | -33.6% | +54.8% | +22.0% |
| 1Y | +17.9% | -45.0% | +62.9% | +14.1% |
| All | +17.9% | -42.7% | +60.6% | +14.1% |
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