+124.3%
PM vs NCLH
-6.4%
+130.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.2% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -2.6% | -20.1% | +17.5% | -2.5% |
| 3M | +5.8% | -17.0% | +22.8% | +6.0% |
| 6M | +10.6% | -23.2% | +33.8% | +10.9% |
| YTD | +17.2% | -31.0% | +48.2% | +17.7% |
| 1Y | +17.6% | -37.3% | +54.9% | +18.1% |
| 3Y | +124.3% | -5.6% | +129.8% | +118.8% |
| All | +124.3% | -6.4% | +130.6% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling