+14,546.7%
NVDA vs PPG
+26.9%
+14,519.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.3% |
| 7D | -5.1% | -6.2% | +1.1% | -1.5% |
| 30D | -2.5% | -7.9% | +5.5% | +2.2% |
| 3M | +6.7% | -10.2% | +16.9% | +12.7% |
| 6M | +17.6% | +2.7% | +14.9% | +13.5% |
| YTD | +17.3% | +4.9% | +12.4% | +10.4% |
| 1Y | +23.5% | -3.2% | +26.7% | +21.4% |
| 3Y | +384.6% | -17.0% | +401.6% | +407.8% |
| 5Y | +875.4% | -23.3% | +898.7% | +968.2% |
| All | +14,546.7% | +26.9% | +14,519.8% | +11,343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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