+1,019.8%
NVDA vs PCOR
-7.6%
+1,027.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -12.7% | +3.0% | -15.8% | -13.8% |
| 30D | -26.4% | +38.7% | -65.1% | -36.5% |
| 3M | -27.6% | +24.9% | -52.5% | -35.2% |
| 6M | -27.7% | +68.8% | -96.5% | -44.3% |
| YTD | -12.5% | +6.7% | -19.2% | -19.7% |
| 1Y | -12.6% | +3.0% | -15.6% | -18.5% |
| 3Y | +235.9% | +48.6% | +187.3% | +139.8% |
| 5Y | +438.2% | -12.7% | +450.9% | +338.1% |
| All | +1,019.8% | -7.6% | +1,027.4% | +814.9% |
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