+4,633.9%
NVDA vs PINS
-20.9%
+4,654.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -3.1% |
| 7D | -4.3% | -9.9% | +5.6% | -1.3% |
| 30D | +0.5% | -20.9% | +21.4% | +7.8% |
| 3M | +9.1% | -13.7% | +22.8% | +12.4% |
| 6M | +18.5% | -3.0% | +21.5% | +16.5% |
| YTD | +17.4% | -27.5% | +44.8% | +25.4% |
| 1Y | +23.4% | -46.8% | +70.2% | +44.0% |
| 3Y | +380.6% | -31.8% | +412.4% | +384.9% |
| 5Y | +875.7% | -65.4% | +941.1% | +1,009.6% |
| All | +4,633.9% | -20.9% | +4,654.8% | +3,262.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PINS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling