-44.1%
NBIS vs PM
+7.9%
-52.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.2% | -11.1% | -8.4% |
| 7D | -10.5% | +0.5% | -11.1% | -9.6% |
| 30D | -37.7% | -3.2% | -34.5% | -39.3% |
| 3M | -54.6% | +6.2% | -60.8% | -48.4% |
| 6M | -44.1% | +7.7% | -51.8% | -36.2% |
| All | -44.1% | +7.9% | -52.0% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 6mo: compounded portfolio wealth divided by compounded PM 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…
6mo analysis · Full analysis span regression · 6 months rolling