+1,031.9%
NBIS vs PCAR
+21.1%
+1,010.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.4% |
| 7D | +8.2% | -0.5% | +8.7% | +8.5% |
| 30D | +3.4% | -6.2% | +9.6% | +6.7% |
| 3M | -12.8% | +5.9% | -18.7% | -15.7% |
| 6M | +131.5% | +0.4% | +131.1% | +130.7% |
| YTD | +170.5% | +14.8% | +155.6% | +147.5% |
| 1Y | +248.8% | +30.1% | +218.7% | +192.2% |
| All | +1,031.9% | +21.1% | +1,010.9% | +835.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling