+7,836.4%
NVDA vs PEP
+92.7%
+7,743.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.8% |
| 7D | -12.7% | +2.9% | -15.6% | -13.7% |
| 30D | -26.4% | +12.5% | -38.9% | -29.9% |
| 3M | -27.6% | +4.5% | -32.2% | -29.3% |
| 6M | -27.7% | -0.5% | -27.2% | -28.3% |
| YTD | -12.5% | +4.4% | -16.9% | -15.9% |
| 1Y | -12.6% | +4.4% | -17.0% | -16.2% |
| 3Y | +235.9% | -3.4% | +239.3% | +216.1% |
| 5Y | +438.2% | +5.2% | +433.1% | +370.0% |
| All | +7,836.4% | +92.7% | +7,743.7% | +5,196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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