+396.0%
NVDA vs PFGC
+61.7%
+334.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -0.3% | -3.7% | +3.4% | +0.6% |
| 30D | +2.8% | -16.0% | +18.8% | +7.4% |
| 3M | +7.4% | -4.1% | +11.6% | +7.5% |
| 6M | +22.6% | +8.7% | +13.9% | +17.4% |
| YTD | +20.1% | +6.4% | +13.7% | +15.1% |
| 1Y | +31.2% | -8.4% | +39.5% | +32.2% |
| All | +396.0% | +61.7% | +334.3% | +321.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling