+194.4%
NXPI vs PCAR
+355.9%
-161.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +1.9% | -0.5% | +2.4% | +2.2% |
| 30D | -1.4% | -6.2% | +4.8% | +3.1% |
| 3M | -29.1% | +5.9% | -34.9% | -31.9% |
| 6M | +6.2% | +0.4% | +5.8% | +5.5% |
| YTD | +5.9% | +14.8% | -9.0% | -4.5% |
| 1Y | +2.9% | +30.1% | -27.2% | -15.3% |
| 3Y | +14.5% | +66.7% | -52.2% | -22.3% |
| 5Y | +17.1% | +166.1% | -149.1% | -43.4% |
| All | +194.4% | +355.9% | -161.5% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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