+50,991.4%
NVDA vs PFG
+996.3%
+49,995.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.3% |
| 7D | -13.2% | -2.2% | -11.0% | -12.4% |
| 30D | -23.2% | +6.4% | -29.6% | -25.4% |
| 3M | -20.0% | +2.2% | -22.3% | -21.2% |
| 6M | -20.6% | +16.3% | -36.9% | -26.4% |
| YTD | -6.6% | +33.2% | -39.9% | -18.6% |
| 1Y | -9.8% | +40.6% | -50.4% | -23.3% |
| 3Y | +260.5% | +83.3% | +177.2% | +170.3% |
| 5Y | +474.2% | +97.7% | +376.4% | +320.6% |
| 10Y | +7,949.9% | +189.9% | +7,760.1% | +4,555.0% |
| All | +50,991.4% | +996.3% | +49,995.2% | +9,803.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling