+22.0%
NXPI vs PENG
+42.1%
-20.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.4% | -10.8% | -2.7% |
| 7D | -4.4% | -19.4% | +15.1% | +1.4% |
| 30D | +5.6% | -42.4% | +47.9% | +23.9% |
| 3M | +7.6% | -25.6% | +33.3% | +13.1% |
| 6M | -17.6% | +7.3% | -24.8% | -29.5% |
| YTD | +15.9% | +113.9% | -98.0% | -26.6% |
| 1Y | +22.4% | +93.6% | -71.2% | -19.8% |
| 3Y | +43.2% | +170.2% | -127.0% | -26.3% |
| All | +22.0% | +42.1% | -20.1% | -28.8% |
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