+474.2%
NVDA vs PWR
+427.2%
+47.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.4% | +0.1% |
| 7D | -13.2% | +4.7% | -17.9% | -16.5% |
| 30D | -23.2% | -12.5% | -10.7% | -17.5% |
| 3M | -20.0% | -9.3% | -10.7% | -16.9% |
| 6M | -20.6% | -22.2% | +1.5% | -9.9% |
| YTD | -6.6% | +44.2% | -50.8% | -38.2% |
| 1Y | -9.8% | +35.5% | -45.4% | -37.5% |
| 3Y | +260.5% | +250.4% | +10.1% | +6.5% |
| 5Y | +474.2% | +425.6% | +48.6% | +9.7% |
| All | +474.2% | +427.2% | +47.0% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling