+28.0%
NBIS vs PBF
+120.1%
-92.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.7% | 0.0% | -6.5% |
| 7D | -22.4% | -0.9% | -21.5% | -22.3% |
| 30D | -39.1% | -13.7% | -25.4% | -38.9% |
| 3M | -37.3% | +10.6% | -47.9% | -37.9% |
| 6M | -19.8% | +61.2% | -81.0% | -19.3% |
| YTD | +69.1% | +172.7% | -103.7% | +62.9% |
| 1Y | +28.0% | +111.0% | -83.0% | +24.9% |
| All | +28.0% | +120.1% | -92.0% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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