+1,119.4%
NBIS vs PFG
+36.7%
+1,082.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.4% | +9.1% | +8.4% |
| 7D | +22.2% | +6.0% | +16.2% | +18.3% |
| 30D | +29.7% | +2.2% | +27.5% | +28.1% |
| 3M | +11.9% | +10.4% | +1.5% | +4.5% |
| 6M | +173.0% | +27.8% | +145.2% | +127.5% |
| YTD | +191.4% | +33.6% | +157.7% | +132.3% |
| 1Y | +280.7% | +49.3% | +231.4% | +171.6% |
| All | +1,119.4% | +36.7% | +1,082.7% | +723.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 all: compounded portfolio wealth divided by compounded PFG 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…
all analysis · Full analysis span regression · 6 months rolling