+396.0%
NVDA vs PSX
+134.3%
+261.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -0.3% | +1.8% | -2.2% | -0.6% |
| 30D | +2.8% | +21.6% | -18.8% | -0.4% |
| 3M | +7.4% | +46.5% | -39.0% | +0.5% |
| 6M | +22.6% | +62.0% | -39.4% | +11.1% |
| YTD | +20.1% | +106.3% | -86.2% | +1.3% |
| 1Y | +31.2% | +103.0% | -71.8% | +10.5% |
| All | +396.0% | +134.3% | +261.8% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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