+34.8%
NXPI vs PENG
+68.7%
-33.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.3% | -7.3% | -0.5% |
| 7D | +1.7% | +1.9% | -0.2% | -0.2% |
| 30D | +19.7% | -37.8% | +57.5% | +36.9% |
| 3M | +14.5% | -14.1% | +28.6% | +14.3% |
| 6M | -11.2% | +13.1% | -24.3% | -24.9% |
| YTD | +25.8% | +151.8% | -126.0% | -24.8% |
| 1Y | +35.2% | +136.0% | -100.8% | -17.4% |
| 3Y | +52.3% | +217.9% | -165.7% | -26.0% |
| 5Y | +34.8% | +64.1% | -29.2% | -24.3% |
| All | +34.8% | +68.7% | -33.8% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling