+14,551.4%
NVDA vs PFGC
+294.6%
+14,256.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -1.9% |
| 7D | -4.3% | -4.8% | +0.5% | -3.0% |
| 30D | +0.5% | -17.2% | +17.7% | +5.7% |
| 3M | +9.1% | -6.3% | +15.4% | +10.5% |
| 6M | +18.5% | +8.8% | +9.6% | +14.8% |
| YTD | +17.4% | +4.9% | +12.4% | +14.4% |
| 1Y | +23.4% | -9.5% | +32.9% | +24.9% |
| 3Y | +380.6% | +59.6% | +321.0% | +311.5% |
| 5Y | +875.7% | +113.5% | +762.2% | +677.6% |
| All | +14,551.4% | +294.6% | +14,256.8% | +8,791.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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