+474.2%
NVDA vs PFGC
+131.6%
+342.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -13.2% | +1.5% | -14.7% | -13.9% |
| 30D | -23.2% | +17.4% | -40.6% | -29.9% |
| 3M | -20.0% | -2.4% | -17.6% | -20.0% |
| 6M | -20.6% | +18.2% | -38.9% | -29.2% |
| YTD | -6.6% | +23.7% | -30.3% | -20.0% |
| 1Y | -9.8% | +15.0% | -24.8% | -19.6% |
| 3Y | +260.5% | +82.3% | +178.2% | +128.0% |
| All | +474.2% | +131.6% | +342.5% | +189.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling