+47.8%
NXPI vs PCAR
+36.3%
+11.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.5% | +3.5% | -3.9% | -3.0% |
| 30D | +15.0% | -2.3% | +17.2% | +16.7% |
| 3M | +12.6% | -19.3% | +31.9% | +31.5% |
| 6M | -10.6% | -7.1% | -3.4% | -6.0% |
| YTD | +22.1% | -2.8% | +24.9% | +23.4% |
| 1Y | +29.8% | +9.3% | +20.5% | +20.3% |
| 3Y | +47.8% | +33.5% | +14.3% | -2.7% |
| All | +47.8% | +36.3% | +11.5% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling