+1,022.8%
NBIS vs PPG
-15.0%
+1,037.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -0.8% | -6.2% | +5.4% | +1.0% |
| 30D | -13.4% | -7.9% | -5.4% | -11.3% |
| 3M | +1.0% | -10.2% | +11.3% | +3.7% |
| 6M | +100.5% | +2.7% | +97.8% | +94.6% |
| YTD | +168.3% | +4.9% | +163.4% | +152.9% |
| 1Y | +151.8% | -3.2% | +155.0% | +148.5% |
| All | +1,022.8% | -15.0% | +1,037.8% | +1,105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 5y: compounded portfolio wealth divided by compounded PPG 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…
5y analysis · Full analysis span regression · 6 months rolling