+2,521.4%
PWR vs NCLH
-56.9%
+2,578.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.8% |
| 7D | +4.2% | -4.8% | +9.0% | +5.3% |
| 30D | -4.0% | -21.7% | +17.6% | +0.9% |
| 3M | -4.8% | -22.2% | +17.5% | -0.6% |
| 6M | +14.6% | -27.5% | +42.2% | +20.7% |
| YTD | +54.2% | -33.6% | +87.8% | +63.7% |
| 1Y | +67.1% | -45.0% | +112.1% | +83.8% |
| 3Y | +218.5% | -11.0% | +229.5% | +200.8% |
| 5Y | +466.3% | -39.7% | +506.0% | +442.9% |
| All | +2,521.4% | -56.9% | +2,578.4% | +2,449.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling