+384.6%
NVDA vs PEG
+31.8%
+352.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -5.1% | -0.9% | -4.3% | -4.9% |
| 30D | -2.5% | -3.7% | +1.2% | -1.4% |
| 3M | +6.7% | -7.3% | +13.9% | +9.0% |
| 6M | +17.6% | -10.5% | +28.1% | +21.5% |
| YTD | +17.3% | -7.5% | +24.8% | +19.4% |
| 1Y | +23.5% | -8.7% | +32.2% | +25.9% |
| 3Y | +384.6% | +31.4% | +353.3% | +421.8% |
| All | +384.6% | +31.8% | +352.8% | +421.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 3y: compounded portfolio wealth divided by compounded PEG 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…
3y analysis · Full analysis span regression · 6 months rolling