+1,747.1%
NXPI vs PCAR
+626.3%
+1,120.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | +1.9% | -0.5% | +2.4% | +2.2% |
| 30D | -1.4% | -6.2% | +4.8% | +3.5% |
| 3M | -29.1% | +5.9% | -34.9% | -32.2% |
| 6M | +6.2% | +0.4% | +5.8% | +5.4% |
| YTD | +5.9% | +14.8% | -9.0% | -5.5% |
| 1Y | +2.9% | +30.1% | -27.2% | -17.1% |
| 3Y | +14.5% | +66.7% | -52.2% | -25.7% |
| 5Y | +17.1% | +166.1% | -149.1% | -48.4% |
| 10Y | +193.4% | +353.7% | -160.3% | -21.5% |
| All | +1,747.1% | +626.3% | +1,120.8% | +180.6% |
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 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