+223.9%
NXPI vs PBR
+697.0%
-473.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.7% |
| 7D | +3.9% | +5.4% | -1.5% | +2.5% |
| 30D | +1.4% | +22.9% | -21.5% | -3.9% |
| 3M | -21.5% | +19.6% | -41.2% | -25.4% |
| 6M | +19.4% | +16.5% | +2.9% | +13.9% |
| YTD | +9.9% | +86.7% | -76.7% | -7.5% |
| 1Y | +7.9% | +74.7% | -66.8% | -7.9% |
| 3Y | +22.7% | +102.6% | -79.9% | -0.6% |
| 5Y | +22.1% | +566.6% | -544.5% | -32.2% |
| All | +223.9% | +697.0% | -473.0% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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