+1,714.9%
NXPI vs PBR
+114.1%
+1,600.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.3% | -2.6% |
| 7D | +0.7% | +2.5% | -1.8% | 0.0% |
| 30D | -6.6% | +19.4% | -26.0% | -10.7% |
| 3M | -25.4% | +20.8% | -46.2% | -29.1% |
| 6M | +11.9% | +23.5% | -11.6% | +5.3% |
| YTD | +4.0% | +83.4% | -79.4% | -11.6% |
| 1Y | +1.0% | +77.6% | -76.5% | -13.7% |
| 3Y | +16.3% | +99.9% | -83.5% | -4.7% |
| 5Y | +17.7% | +567.7% | -550.0% | -32.5% |
| 10Y | +195.8% | +621.5% | -425.7% | +44.8% |
| All | +1,714.9% | +114.1% | +1,600.8% | +1,280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling