+179.8%
NXPI vs PENG
+689.3%
-509.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.6% | +0.9% |
| 7D | +6.8% | +13.2% | -6.5% | +2.5% |
| 30D | +20.0% | -29.9% | +50.0% | +30.7% |
| 3M | +14.8% | -22.2% | +37.1% | +18.6% |
| 6M | -10.5% | -1.9% | -8.6% | -17.9% |
| YTD | +23.7% | +142.1% | -118.4% | -17.5% |
| 1Y | +34.1% | +151.5% | -117.4% | -11.8% |
| 3Y | +51.2% | +206.9% | -155.7% | -12.2% |
| 5Y | +33.4% | +58.2% | -24.8% | -12.2% |
| All | +179.8% | +689.3% | -509.5% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling