+139.4%
NXPI vs PENG
+762.7%
-623.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | -0.8% |
| 7D | +1.9% | +4.5% | -2.6% | +0.4% |
| 30D | -1.4% | -7.1% | +5.7% | +0.4% |
| 3M | -29.1% | -27.3% | -1.8% | -24.5% |
| 6M | +6.2% | +169.6% | -163.4% | -28.1% |
| YTD | +5.9% | +164.6% | -158.8% | -28.3% |
| 1Y | +2.9% | +109.5% | -106.6% | -25.8% |
| 3Y | +14.5% | +98.9% | -84.4% | -24.5% |
| 5Y | +17.1% | +116.3% | -99.2% | -26.8% |
| All | +139.4% | +762.7% | -623.2% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling