+978.9%
NVDA vs PL
+41.8%
+937.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.3% | -3.8% |
| 7D | -8.5% | +22.3% | -30.7% | -11.7% |
| 30D | -27.3% | -8.3% | -19.0% | -26.5% |
| 3M | -25.8% | -43.3% | +17.5% | -19.3% |
| 6M | -24.6% | -65.8% | +41.3% | -12.5% |
| YTD | -10.7% | -29.5% | +18.8% | -11.2% |
| 1Y | -14.0% | +11.7% | -25.8% | -22.3% |
| 3Y | +244.9% | +540.6% | -295.7% | +92.1% |
| 5Y | +449.3% | +32.9% | +416.4% | +276.4% |
| All | +978.9% | +41.8% | +937.0% | +640.5% |
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