+15,200.7%
NVDA vs PM
+202.2%
+14,998.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -0.3% | -1.2% | +0.9% | -0.1% |
| 30D | +2.8% | -0.2% | +3.0% | +2.7% |
| 3M | +7.4% | +4.9% | +2.5% | +5.5% |
| 6M | +22.6% | +9.0% | +13.6% | +18.6% |
| YTD | +20.1% | +17.8% | +2.3% | +13.4% |
| 1Y | +31.2% | +16.8% | +14.3% | +23.6% |
| 3Y | +391.7% | +125.4% | +266.3% | +252.6% |
| 5Y | +911.9% | +128.7% | +783.2% | +609.0% |
| 10Y | +15,200.7% | +211.8% | +14,988.9% | +9,505.1% |
| All | +15,200.7% | +202.2% | +14,998.5% | +9,505.1% |
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