+1,022.8%
NBIS vs PFGC
+13.3%
+1,009.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | -0.8% | -4.8% | +3.9% | +0.5% |
| 30D | -13.4% | -12.5% | -0.8% | -10.1% |
| 3M | +1.0% | -9.7% | +10.8% | -0.9% |
| 6M | +100.5% | +7.0% | +93.5% | +74.7% |
| YTD | +168.3% | +4.5% | +163.8% | +137.7% |
| 1Y | +151.8% | -11.6% | +163.4% | +151.6% |
| All | +1,022.8% | +13.3% | +1,009.5% | +688.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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