+1,890.5%
NXPI vs PCAR
+508.7%
+1,381.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.6% | -6.2% | -6.5% |
| 7D | -8.1% | +2.2% | -10.3% | -9.6% |
| 30D | 0.0% | -4.4% | +4.4% | +3.4% |
| 3M | +6.2% | -21.4% | +27.6% | +27.7% |
| 6M | -15.7% | -7.3% | -8.4% | -10.9% |
| YTD | +14.1% | -3.8% | +17.9% | +16.5% |
| 1Y | +18.2% | +6.3% | +11.9% | +11.5% |
| 3Y | +42.0% | +34.4% | +7.6% | +8.9% |
| 5Y | +19.5% | +109.2% | -89.7% | -36.5% |
| 10Y | +182.3% | +312.9% | -130.5% | -19.5% |
| All | +1,890.5% | +508.7% | +1,381.8% | +246.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling