+288.5%
PM vs NCLH
-38.0%
+326.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -4.9% | -6.5% | +1.6% | -4.4% |
| 30D | -3.4% | -23.3% | +19.9% | -1.3% |
| 3M | +5.2% | -18.6% | +23.8% | +6.7% |
| 6M | +3.7% | -26.2% | +30.0% | +5.7% |
| YTD | +15.8% | -30.2% | +46.0% | +18.1% |
| 1Y | +17.4% | -39.2% | +56.5% | +20.9% |
| 3Y | +116.9% | -5.1% | +122.0% | +108.2% |
| 5Y | +117.3% | -36.8% | +154.1% | +109.5% |
| 10Y | +193.8% | -56.3% | +250.0% | +159.1% |
| All | +288.5% | -38.0% | +326.5% | +241.9% |
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