+57.3%
PR vs NVDX
+454.9%
-397.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.7% | +7.7% | -0.3% |
| 7D | -12.4% | -23.4% | +11.0% | -10.6% |
| 30D | -6.6% | -41.5% | +34.9% | -2.7% |
| 3M | +7.5% | -41.1% | +48.6% | +11.5% |
| 6M | +10.8% | -40.9% | +51.7% | +14.0% |
| YTD | +57.0% | -29.1% | +86.1% | +57.2% |
| 1Y | +67.9% | -33.5% | +101.5% | +68.5% |
| 3Y | +87.6% | +369.1% | -281.5% | +60.8% |
| All | +57.3% | +454.9% | -397.6% | +33.2% |
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