+43.2%
NXPI vs PENG
+184.4%
-141.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.4% | -10.8% | -2.2% |
| 7D | -4.4% | -19.4% | +15.1% | +0.8% |
| 30D | +5.6% | -42.4% | +47.9% | +22.0% |
| 3M | +7.6% | -25.6% | +33.3% | +12.4% |
| 6M | -17.6% | +7.3% | -24.8% | -28.7% |
| YTD | +15.9% | +113.9% | -98.0% | -24.6% |
| 1Y | +22.4% | +93.6% | -71.2% | -17.7% |
| 3Y | +43.2% | +170.2% | -127.0% | -31.2% |
| All | +43.2% | +184.4% | -141.1% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling