+957.2%
NVDA vs PL
+40.9%
+916.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -12.7% | +10.0% | -22.8% | -14.3% |
| 30D | -26.4% | -2.3% | -24.1% | -26.4% |
| 3M | -27.6% | -44.2% | +16.6% | -21.1% |
| 6M | -27.7% | -66.1% | +38.4% | -16.1% |
| YTD | -12.5% | -30.0% | +17.5% | -12.9% |
| 1Y | -12.6% | +21.0% | -33.7% | -22.2% |
| 3Y | +235.9% | +516.5% | -280.6% | +88.9% |
| 5Y | +438.2% | +32.0% | +406.2% | +269.2% |
| All | +957.2% | +40.9% | +916.3% | +626.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling