+64.1%
PPL vs NVDX
+423.8%
-359.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.0% | -7.0% | -0.8% |
| 7D | -1.0% | -26.1% | +25.2% | -1.7% |
| 30D | +3.0% | -43.3% | +46.3% | +1.6% |
| 3M | +1.1% | -41.0% | +42.1% | 0.0% |
| 6M | -0.8% | -46.3% | +45.6% | -1.9% |
| YTD | +3.5% | -33.1% | +36.5% | +3.1% |
| 1Y | -0.9% | -40.1% | +39.2% | -1.4% |
| 3Y | +54.2% | +319.0% | -264.8% | +66.6% |
| All | +64.1% | +423.8% | -359.8% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling