+7,836.4%
NVDA vs PFG
+184.0%
+7,652.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | -12.7% | +2.4% | -15.1% | -13.9% |
| 30D | -26.4% | +5.9% | -32.3% | -28.6% |
| 3M | -27.6% | -0.4% | -27.2% | -27.9% |
| 6M | -27.7% | +14.8% | -42.6% | -33.4% |
| YTD | -12.5% | +31.9% | -44.4% | -25.1% |
| 1Y | -12.6% | +38.8% | -51.5% | -27.3% |
| 3Y | +235.9% | +82.4% | +153.6% | +138.4% |
| 5Y | +438.2% | +94.7% | +343.5% | +273.6% |
| All | +7,836.4% | +184.0% | +7,652.5% | +4,359.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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