+7,949.9%
NVDA vs PM
+254.9%
+7,695.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.6% |
| 7D | -13.2% | -7.1% | -6.1% | -11.6% |
| 30D | -23.2% | -2.8% | -20.4% | -22.7% |
| 3M | -20.0% | +6.3% | -26.4% | -21.5% |
| 6M | -20.6% | +9.6% | -30.3% | -23.1% |
| YTD | -6.6% | +25.6% | -32.2% | -13.4% |
| 1Y | -9.8% | +29.7% | -39.5% | -17.3% |
| 3Y | +260.5% | +147.6% | +112.9% | +150.1% |
| 5Y | +474.2% | +160.1% | +314.1% | +282.5% |
| 10Y | +7,949.9% | +260.9% | +7,689.0% | +4,440.6% |
| All | +7,949.9% | +254.9% | +7,695.1% | +4,440.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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