+1,040.6%
NBIS vs PCG
-30.5%
+1,071.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.1% | -4.0% | -5.0% |
| 7D | +8.3% | +0.5% | +7.8% | +8.4% |
| 30D | +18.1% | -18.9% | +37.0% | +18.8% |
| 3M | +7.8% | -15.8% | +23.6% | +8.6% |
| 6M | +136.6% | -22.6% | +159.1% | +139.8% |
| YTD | +172.5% | -12.2% | +184.7% | +176.4% |
| 1Y | +144.3% | -7.1% | +151.3% | +145.3% |
| All | +1,040.6% | -30.5% | +1,071.0% | +798.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling