+14,981.8%
NVDA vs PPL
+54.2%
+14,927.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +5.9% | +2.7% | +3.2% | +5.1% |
| 30D | +5.1% | +0.5% | +4.6% | +4.9% |
| 3M | +5.4% | +0.7% | +4.7% | +4.9% |
| 6M | +26.0% | -7.6% | +33.6% | +28.5% |
| YTD | +23.7% | +1.8% | +21.8% | +22.2% |
| 1Y | +34.4% | -0.8% | +35.1% | +33.5% |
| 3Y | +375.8% | +56.9% | +318.9% | +287.9% |
| 5Y | +911.8% | +39.5% | +872.2% | +766.2% |
| All | +14,981.8% | +54.2% | +14,927.6% | +11,537.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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