+1,027.8%
NVDA vs PL
+46.3%
+981.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | -13.2% | +13.4% | -26.6% | -15.2% |
| 30D | -23.2% | -10.2% | -13.1% | -22.2% |
| 3M | -20.0% | -39.5% | +19.5% | -13.9% |
| 6M | -20.6% | -65.7% | +45.1% | -8.1% |
| YTD | -6.6% | -27.3% | +20.7% | -7.6% |
| 1Y | -9.8% | +15.0% | -24.8% | -18.9% |
| 3Y | +260.5% | +560.8% | -300.3% | +99.8% |
| 5Y | +474.2% | +38.4% | +435.8% | +289.6% |
| All | +1,027.8% | +46.3% | +981.5% | +670.1% |
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