+399.1%
NVDA vs PWR
+201.3%
+197.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | +5.9% | +3.6% | +2.3% | +3.7% |
| 30D | +5.1% | -8.6% | +13.7% | +10.5% |
| 3M | +5.4% | -13.2% | +18.5% | +13.1% |
| 6M | +26.0% | +9.9% | +16.1% | +11.5% |
| YTD | +23.7% | +48.0% | -24.4% | -13.4% |
| 1Y | +34.4% | +66.2% | -31.8% | -15.4% |
| All | +399.1% | +201.3% | +197.8% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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