+10,574.6%
NVDA vs PPL
+62.0%
+10,512.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +2.9% |
| 7D | -8.8% | +0.4% | -9.2% | -8.9% |
| 30D | -21.4% | +5.4% | -26.9% | -22.7% |
| 3M | -14.7% | +4.3% | -18.9% | -15.8% |
| 6M | -10.0% | -1.3% | -8.7% | -10.0% |
| YTD | +0.3% | +4.7% | -4.4% | -1.8% |
| 1Y | -0.5% | +1.3% | -1.8% | -1.7% |
| 3Y | +309.2% | +57.2% | +251.9% | +236.2% |
| 5Y | +530.1% | +48.2% | +481.8% | +430.5% |
| All | +10,574.6% | +62.0% | +10,512.5% | +8,270.0% |
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