+547.5%
NBIS vs PCAR
-1.0%
+548.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.4% | +10.0% | +8.6% |
| 7D | -16.0% | +0.1% | -16.1% | -16.2% |
| 30D | -45.4% | -4.6% | -40.8% | -44.5% |
| 3M | -31.8% | -22.6% | -9.2% | -23.7% |
| 6M | -33.6% | -12.0% | -21.7% | -30.8% |
| YTD | +54.7% | -6.1% | +60.8% | +54.4% |
| 1Y | +18.3% | +6.3% | +12.0% | +9.0% |
| All | +547.5% | -1.0% | +548.4% | +483.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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