+1,520.8%
NVDA vs PLTR
+1,558.6%
-37.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.7% |
| 7D | -4.4% | -9.1% | +4.7% | -1.6% |
| 30D | +0.4% | -5.2% | +5.6% | +1.7% |
| 3M | +9.0% | +27.4% | -18.4% | -1.5% |
| 6M | +18.3% | +9.7% | +8.6% | +11.0% |
| YTD | +17.2% | -6.7% | +23.9% | +14.8% |
| 1Y | +23.3% | -0.5% | +23.8% | +17.6% |
| 3Y | +380.0% | +996.2% | -616.2% | +95.6% |
| 5Y | +874.6% | +531.1% | +343.5% | +278.7% |
| All | +1,520.8% | +1,558.6% | -37.8% | +435.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTR.
Daily Out/Under-Performance
Portfolio return minus PLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTR 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 PLTR 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