-14.9%
NVDA vs PEP
+4.9%
-19.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -4.8% |
| 7D | -18.3% | +4.6% | -22.9% | -16.1% |
| 30D | -26.3% | +14.0% | -40.3% | -20.7% |
| 3M | -22.3% | +5.4% | -27.7% | -19.6% |
| 6M | -21.3% | -5.1% | -16.2% | -21.3% |
| YTD | -9.2% | +3.1% | -12.3% | -2.3% |
| 1Y | -14.9% | +4.8% | -19.7% | -7.4% |
| All | -14.9% | +4.9% | -19.8% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling