+438.6%
PWR vs NCLH
-42.0%
+480.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | -0.2% | -6.5% | +6.3% | +1.1% |
| 30D | -7.7% | -22.1% | +14.4% | -3.3% |
| 3M | -4.9% | -18.7% | +13.8% | -2.2% |
| 6M | +9.7% | -28.4% | +38.1% | +15.2% |
| YTD | +46.7% | -34.7% | +81.4% | +55.3% |
| 1Y | +58.7% | -42.7% | +101.4% | +71.8% |
| 3Y | +200.7% | -10.6% | +211.3% | +182.7% |
| 5Y | +438.6% | -40.7% | +479.3% | +425.5% |
| All | +438.6% | -42.0% | +480.6% | +425.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling