+1,040.6%
NBIS vs PWR
+97.0%
+943.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.3% | -3.8% | -3.4% |
| 7D | +8.3% | -0.2% | +8.5% | +8.9% |
| 30D | +18.1% | -7.7% | +25.8% | +30.7% |
| 3M | +7.8% | -4.9% | +12.7% | +19.5% |
| 6M | +136.6% | +9.7% | +126.8% | +112.5% |
| YTD | +172.5% | +46.7% | +125.8% | +67.7% |
| 1Y | +144.3% | +58.7% | +85.5% | +36.0% |
| All | +1,040.6% | +97.0% | +943.5% | +447.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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