+258.4%
NVDA vs PFG
+84.5%
+173.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.2% |
| 7D | -13.2% | -2.2% | -11.0% | -12.5% |
| 30D | -23.2% | +6.4% | -29.6% | -24.9% |
| 3M | -20.0% | +2.2% | -22.3% | -20.9% |
| 6M | -20.6% | +16.3% | -36.9% | -26.0% |
| YTD | -6.6% | +33.2% | -39.9% | -18.3% |
| 1Y | -9.8% | +40.6% | -50.4% | -23.2% |
| All | +258.4% | +84.5% | +173.9% | +180.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling