+248.8%
NBIS vs PENG
+118.5%
+130.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.4% | +1.0% | +3.9% |
| 7D | +8.2% | +4.5% | +3.7% | +5.7% |
| 30D | +3.4% | -7.1% | +10.5% | +8.3% |
| 3M | -12.8% | -27.3% | +14.4% | +0.7% |
| 6M | +131.5% | +169.6% | -38.1% | +41.5% |
| YTD | +170.5% | +164.6% | +5.8% | +64.8% |
| 1Y | +248.8% | +109.5% | +139.3% | +160.0% |
| All | +248.8% | +118.5% | +130.3% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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