+474.2%
NVDA vs PR
+257.5%
+216.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.1% |
| 7D | -13.2% | -0.5% | -12.7% | -13.0% |
| 30D | -23.2% | -4.6% | -18.6% | -22.3% |
| 3M | -20.0% | +4.7% | -24.7% | -21.4% |
| 6M | -20.6% | +12.4% | -33.1% | -23.9% |
| YTD | -6.6% | +62.9% | -69.5% | -20.9% |
| 1Y | -9.8% | +70.6% | -80.4% | -24.9% |
| 3Y | +260.5% | +90.0% | +170.5% | +184.1% |
| 5Y | +474.2% | +255.5% | +218.7% | +242.2% |
| All | +474.2% | +257.5% | +216.7% | +242.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling