+2,159.8%
PWR vs NCLH
-38.7%
+2,198.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.6% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | -4.9% | -20.1% | +15.2% | -0.4% |
| 3M | -7.9% | -17.0% | +9.2% | -5.2% |
| 6M | +18.3% | -23.2% | +41.6% | +23.1% |
| YTD | +51.5% | -31.0% | +82.6% | +59.6% |
| 1Y | +70.3% | -37.3% | +107.6% | +81.9% |
| 3Y | +210.6% | -5.6% | +216.2% | +189.7% |
| 5Y | +456.7% | -37.0% | +493.6% | +428.4% |
| 10Y | +2,396.1% | -55.3% | +2,451.3% | +2,013.9% |
| All | +2,159.8% | -38.7% | +2,198.5% | +1,644.6% |
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 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