+327.1%
PM vs NCLH
-28.4%
+355.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 3M | +6.2% | -8.1% | +14.4% | +6.8% |
| 6M | +7.7% | +11.8% | -4.2% | +6.1% |
| YTD | +27.3% | -19.5% | +46.8% | +28.1% |
| 1Y | +32.8% | -3.2% | +36.0% | +31.4% |
| 3Y | +150.0% | +37.1% | +112.9% | +131.8% |
| 5Y | +164.2% | -29.9% | +194.2% | +152.8% |
| 10Y | +265.7% | -53.3% | +319.0% | +221.0% |
| All | +327.1% | -28.4% | +355.6% | +270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling