+911.9%
NVDA vs PFG
+109.8%
+802.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -0.3% | +3.2% | -3.5% | -2.4% |
| 30D | +2.8% | +0.9% | +1.9% | +2.1% |
| 3M | +7.4% | +7.7% | -0.3% | +1.7% |
| 6M | +22.6% | +29.0% | -6.3% | +3.3% |
| YTD | +20.1% | +32.5% | -12.4% | -1.2% |
| 1Y | +31.2% | +47.3% | -16.1% | +0.1% |
| 3Y | +391.7% | +68.2% | +323.5% | +225.9% |
| 5Y | +911.9% | +108.5% | +803.4% | +469.9% |
| All | +911.9% | +109.8% | +802.1% | +469.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling