+17.1%
NXPI vs PENG
+115.2%
-98.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | -1.1% |
| 7D | +1.9% | +4.5% | -2.6% | +0.2% |
| 30D | -1.4% | -7.1% | +5.7% | +0.6% |
| 3M | -29.1% | -27.3% | -1.8% | -24.0% |
| 6M | +6.2% | +169.6% | -163.4% | -33.9% |
| YTD | +5.9% | +164.6% | -158.8% | -34.2% |
| 1Y | +2.9% | +109.5% | -106.6% | -31.0% |
| 3Y | +14.5% | +98.9% | -84.4% | -32.0% |
| All | +17.1% | +115.2% | -98.1% | -29.6% |
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