+17.1%
NXPI vs PCAR
+168.1%
-150.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 3M | -29.1% | +5.9% | -34.9% | -32.1% |
| 6M | +6.2% | +0.4% | +5.8% | +5.4% |
| YTD | +5.9% | +14.8% | -9.0% | -5.0% |
| 1Y | +2.9% | +30.1% | -27.2% | -16.2% |
| 3Y | +14.5% | +66.7% | -52.2% | -25.2% |
| All | +17.1% | +168.1% | -150.9% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling