+250.5%
NVDA vs PR
+86.9%
+163.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.7% |
| 7D | -18.3% | -9.5% | -8.8% | -16.0% |
| 30D | -26.3% | -5.7% | -20.7% | -25.2% |
| 3M | -22.3% | +3.0% | -25.3% | -23.3% |
| 6M | -21.3% | +11.8% | -33.2% | -24.6% |
| YTD | -9.2% | +58.5% | -67.7% | -25.1% |
| 1Y | -14.9% | +69.9% | -84.8% | -32.0% |
| 3Y | +250.5% | +84.9% | +165.6% | +175.3% |
| All | +250.5% | +86.9% | +163.6% | +175.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling