+158.0%
NXPI vs PENG
+520.3%
-362.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -23.0% | +15.3% | -0.6% |
| 7D | -8.1% | -36.7% | +28.6% | +4.5% |
| 30D | 0.0% | -42.0% | +42.1% | +14.9% |
| 3M | +6.2% | -33.2% | +39.4% | +15.4% |
| 6M | -15.7% | +2.1% | -17.8% | -24.0% |
| YTD | +14.1% | +90.3% | -76.2% | -17.6% |
| 1Y | +18.2% | +67.7% | -49.5% | -11.4% |
| 3Y | +42.0% | +154.2% | -112.3% | -12.2% |
| 5Y | +19.5% | +28.3% | -8.8% | -15.5% |
| All | +158.0% | +520.3% | -362.3% | +37.0% |
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