+309.2%
NVDA vs PR
+64.2%
+244.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.2% |
| 7D | -8.8% | -16.4% | +7.6% | -4.3% |
| 30D | -21.4% | -1.9% | -19.5% | -21.1% |
| 3M | -14.7% | +8.0% | -22.6% | -17.0% |
| 6M | -10.0% | +4.1% | -14.1% | -11.9% |
| YTD | +0.3% | +58.7% | -58.4% | -17.0% |
| 1Y | -0.5% | +75.8% | -76.4% | -21.5% |
| 3Y | +309.2% | +73.2% | +236.0% | +219.6% |
| All | +309.2% | +64.2% | +244.9% | +219.6% |
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