+23.4%
NVDA vs PFGC
-9.2%
+32.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -2.3% |
| 7D | -4.3% | -4.8% | +0.5% | -4.4% |
| 30D | +0.5% | -17.2% | +17.7% | +0.2% |
| 3M | +9.1% | -6.3% | +15.4% | +8.0% |
| 6M | +18.5% | +8.8% | +9.6% | +15.4% |
| YTD | +17.4% | +4.9% | +12.4% | +16.3% |
| 1Y | +23.4% | -9.5% | +32.9% | +13.8% |
| All | +23.4% | -9.2% | +32.7% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling