+1,022.8%
NBIS vs PG
-10.9%
+1,033.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | +0.5% |
| 7D | -0.8% | -0.8% | 0.0% | -1.8% |
| 30D | -13.4% | +0.8% | -14.2% | -12.2% |
| 3M | +1.0% | -1.3% | +2.4% | +1.6% |
| 6M | +100.5% | -3.8% | +104.3% | +99.2% |
| YTD | +168.3% | +3.6% | +164.6% | +193.6% |
| 1Y | +151.8% | -5.7% | +157.5% | +155.4% |
| All | +1,022.8% | -10.9% | +1,033.6% | +1,026.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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