+34.9%
NXPI vs PCOR
-10.0%
+44.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.8% |
| 7D | -8.1% | +23.7% | -31.8% | -14.6% |
| 30D | 0.0% | +39.0% | -39.0% | -10.6% |
| 3M | +6.2% | +35.8% | -29.5% | -5.3% |
| 6M | -15.7% | +38.2% | -54.0% | -26.7% |
| YTD | +14.1% | +3.9% | +10.2% | +8.2% |
| 1Y | +18.2% | +5.7% | +12.5% | +10.8% |
| 3Y | +42.0% | +44.8% | -2.8% | +15.5% |
| 5Y | +19.5% | -19.8% | +39.3% | +6.5% |
| All | +34.9% | -10.0% | +44.9% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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