+66.2%
PWR vs NCLH
-38.5%
+104.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +3.6% | -6.5% | +10.1% | +4.0% |
| 30D | -8.6% | -23.3% | +14.7% | -6.9% |
| 3M | -13.2% | -18.6% | +5.4% | -12.8% |
| 6M | +9.9% | -26.2% | +36.1% | +10.7% |
| YTD | +48.0% | -30.2% | +78.3% | +48.3% |
| 1Y | +66.2% | -39.2% | +105.3% | +65.6% |
| All | +66.2% | -38.5% | +104.7% | +65.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling