+33.9%
NXPI vs PCAR
+117.7%
-83.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -0.5% | +3.8% | -4.3% | -3.2% |
| 30D | +15.0% | -2.0% | +16.9% | +16.4% |
| 3M | +12.6% | -19.1% | +31.6% | +31.3% |
| 6M | -10.6% | -6.8% | -3.8% | -6.2% |
| YTD | +22.1% | -2.5% | +24.6% | +23.2% |
| 1Y | +29.8% | +9.7% | +20.1% | +19.9% |
| 3Y | +47.8% | +34.0% | +13.8% | +12.8% |
| 5Y | +33.9% | +113.3% | -79.5% | -29.4% |
| All | +33.9% | +117.7% | -83.8% | -29.4% |
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