+1,101.8%
NBIS vs PEP
-15.3%
+1,117.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -2.7% |
| 7D | +17.8% | -1.7% | +19.5% | +15.9% |
| 30D | +30.5% | +0.3% | +30.2% | +31.3% |
| 3M | +9.2% | -3.2% | +12.4% | +9.9% |
| 6M | +153.2% | -13.6% | +166.7% | +140.8% |
| YTD | +187.1% | -1.9% | +189.0% | +193.8% |
| 1Y | +151.1% | -0.6% | +151.7% | +157.9% |
| All | +1,101.8% | -15.3% | +1,117.1% | +888.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 3y: compounded portfolio wealth divided by compounded PEP 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…
3y analysis · Full analysis span regression · 6 months rolling