+1,040.6%
NBIS vs PPG
-15.4%
+1,056.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.1% | -4.5% |
| 7D | +8.3% | -5.1% | +13.4% | +10.0% |
| 30D | +18.1% | -9.6% | +27.6% | +21.4% |
| 3M | +7.8% | -6.4% | +14.2% | +9.0% |
| 6M | +136.6% | +0.5% | +136.0% | +131.2% |
| YTD | +172.5% | +4.4% | +168.1% | +157.2% |
| 1Y | +144.3% | -0.9% | +145.2% | +137.0% |
| All | +1,040.6% | -15.4% | +1,056.0% | +1,126.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling