+280.7%
NBIS vs PENG
+106.3%
+174.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.9% | +8.6% | +8.2% |
| 7D | +22.2% | +7.8% | +14.4% | +17.3% |
| 30D | +29.7% | -12.2% | +41.9% | +40.2% |
| 3M | +11.9% | -20.6% | +32.5% | +24.8% |
| 6M | +173.0% | +180.9% | -7.9% | +63.8% |
| YTD | +191.4% | +162.3% | +29.1% | +78.5% |
| 1Y | +280.7% | +107.3% | +173.4% | +189.6% |
| All | +280.7% | +106.3% | +174.4% | +189.6% |
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