+889.8%
NVDA vs PG
+14.0%
+875.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -5.1% | -0.8% | -4.3% | -5.2% |
| 30D | -2.5% | +0.8% | -3.3% | -2.4% |
| 3M | +6.7% | -1.3% | +8.0% | +6.7% |
| 6M | +17.6% | -3.8% | +21.4% | +17.7% |
| YTD | +17.3% | +3.6% | +13.7% | +17.2% |
| 1Y | +23.5% | -5.7% | +29.2% | +24.0% |
| 3Y | +384.6% | +1.6% | +383.0% | +357.4% |
| All | +889.8% | +14.0% | +875.7% | +746.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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