+147.1%
PM vs NCLH
+38.0%
+109.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.2% |
| 7D | -2.4% | +1.7% | -4.1% | -2.4% |
| 30D | -1.3% | +17.9% | -19.2% | -1.3% |
| 3M | +6.5% | -4.5% | +11.1% | +6.5% |
| 6M | +7.0% | +12.9% | -5.9% | +7.3% |
| YTD | +25.8% | -19.1% | +44.9% | +26.2% |
| 1Y | +30.9% | -4.6% | +35.5% | +31.2% |
| All | +147.1% | +38.0% | +109.2% | +149.8% |
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