+162.6%
PM vs NCLH
-30.1%
+192.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.2% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | -3.2% | +20.8% | -24.0% | -4.0% |
| 3M | +6.2% | -8.1% | +14.4% | +6.5% |
| 6M | +7.7% | +11.8% | -4.2% | +7.0% |
| YTD | +27.3% | -19.5% | +46.8% | +27.9% |
| 1Y | +32.8% | -3.2% | +36.0% | +32.2% |
| 3Y | +150.0% | +37.1% | +112.9% | +137.1% |
| All | +162.6% | -30.1% | +192.6% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling