+67.1%
PWR vs NCLH
-42.7%
+109.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +5.0% |
| 7D | +4.2% | -4.8% | +9.0% | +4.6% |
| 30D | -4.0% | -21.7% | +17.6% | -2.4% |
| 3M | -4.8% | -22.2% | +17.5% | -4.0% |
| 6M | +14.6% | -27.5% | +42.2% | +15.7% |
| YTD | +54.2% | -33.6% | +87.8% | +55.1% |
| 1Y | +67.1% | -45.0% | +112.1% | +75.8% |
| All | +67.1% | -42.7% | +109.8% | +75.8% |
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 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