+10,058.2%
NVDA vs PPL
+65.3%
+9,992.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.5% | -5.5% |
| 7D | -18.3% | 0.0% | -18.3% | -18.3% |
| 30D | -26.3% | +4.3% | -30.6% | -27.3% |
| 3M | -22.3% | +2.9% | -25.2% | -23.1% |
| 6M | -21.3% | +1.1% | -22.4% | -21.9% |
| YTD | -9.2% | +4.5% | -13.7% | -11.0% |
| 1Y | -14.9% | +0.1% | -15.0% | -15.6% |
| 3Y | +250.5% | +55.7% | +194.8% | +189.4% |
| 5Y | +475.8% | +47.6% | +428.2% | +385.9% |
| 10Y | +10,058.2% | +66.8% | +9,991.4% | +7,972.8% |
| All | +10,058.2% | +65.3% | +9,992.9% | +7,972.8% |
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