-20.6%
NVDA vs PFG
+15.6%
-36.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +2.7% |
| 7D | -13.2% | -2.2% | -11.0% | -13.1% |
| 30D | -23.2% | +6.4% | -29.6% | -21.8% |
| 3M | -20.0% | +2.2% | -22.3% | -19.4% |
| 6M | -20.6% | +16.3% | -36.9% | -19.1% |
| All | -20.6% | +15.6% | -36.2% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling