+1,094.6%
NVDA vs PCOR
-7.7%
+1,102.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.2% |
| 7D | -13.2% | +2.5% | -15.7% | -14.1% |
| 30D | -23.2% | +37.9% | -61.1% | -33.6% |
| 3M | -20.0% | +32.0% | -52.0% | -30.2% |
| 6M | -20.6% | +54.7% | -75.4% | -36.5% |
| YTD | -6.6% | +6.6% | -13.2% | -14.2% |
| 1Y | -9.8% | -1.7% | -8.2% | -13.9% |
| 3Y | +260.5% | +49.0% | +211.5% | +156.9% |
| 5Y | +474.2% | -12.5% | +486.7% | +367.4% |
| All | +1,094.6% | -7.7% | +1,102.3% | +876.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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