+7,836.4%
NVDA vs PR
+86.0%
+7,750.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.1% |
| 7D | -12.7% | +6.0% | -18.7% | -13.2% |
| 30D | -26.4% | -4.2% | -22.2% | -26.1% |
| 3M | -27.6% | +10.0% | -37.6% | -28.4% |
| 6M | -27.7% | +15.6% | -43.3% | -28.9% |
| YTD | -12.5% | +68.2% | -80.7% | -17.2% |
| 1Y | -12.6% | +79.2% | -91.8% | -17.9% |
| 3Y | +235.9% | +94.9% | +141.0% | +212.3% |
| 5Y | +438.2% | +272.8% | +165.5% | +370.5% |
| All | +7,836.4% | +86.0% | +7,750.4% | +9,029.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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