+128.7%
PM vs NCLH
-39.0%
+167.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.7% |
| 7D | -1.2% | -4.6% | +3.4% | -1.0% |
| 30D | -0.2% | -19.9% | +19.8% | +0.7% |
| 3M | +4.9% | -22.0% | +26.9% | +5.9% |
| 6M | +9.0% | -28.3% | +37.3% | +10.3% |
| YTD | +17.8% | -33.5% | +51.2% | +19.4% |
| 1Y | +16.8% | -41.5% | +58.3% | +18.9% |
| 3Y | +125.4% | -8.9% | +134.3% | +118.8% |
| 5Y | +128.7% | -40.5% | +169.1% | +123.4% |
| All | +128.7% | -39.0% | +167.7% | +123.4% |
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