+607.2%
NBIS vs PENG
+192.6%
+414.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.3% | 0.0% | +3.2% |
| 7D | 0.0% | -3.8% | +3.8% | +1.4% |
| 30D | -36.0% | -40.1% | +4.1% | -12.3% |
| 3M | -24.7% | -21.8% | -3.0% | -14.9% |
| 6M | -20.1% | +3.3% | -23.4% | -29.6% |
| YTD | +69.0% | +133.6% | -64.7% | -23.6% |
| 1Y | +27.1% | +110.7% | -83.6% | -37.8% |
| All | +607.2% | +192.6% | +414.7% | +153.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling