+15.8%
NXPI vs PBR
+97.2%
-81.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -4.3% | +17.5% | -21.9% | -8.2% |
| 3M | -24.7% | +20.9% | -45.6% | -28.5% |
| 6M | +9.7% | +20.2% | -10.5% | +3.5% |
| YTD | +3.8% | +84.3% | -80.5% | -14.8% |
| 1Y | +1.6% | +77.1% | -75.5% | -15.9% |
| All | +15.8% | +97.2% | -81.4% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling