+1,040.6%
NBIS vs PTC
-30.0%
+1,070.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.0% | -5.1% |
| 7D | +8.3% | -14.2% | +22.5% | +8.2% |
| 30D | +18.1% | -14.4% | +32.5% | +17.9% |
| 3M | +7.8% | -4.7% | +12.5% | +8.3% |
| 6M | +136.6% | -19.3% | +155.9% | +153.2% |
| YTD | +172.5% | -26.1% | +198.6% | +203.4% |
| 1Y | +144.3% | -37.1% | +181.3% | +193.0% |
| All | +1,040.6% | -30.0% | +1,070.5% | +1,034.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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