+208.7%
NXPI vs PFG
+195.4%
+13.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | -0.5% | +3.0% | -3.4% | -2.1% |
| 30D | +15.0% | +8.2% | +6.8% | +10.1% |
| 3M | +12.6% | +2.7% | +9.9% | +10.5% |
| 6M | -10.6% | +17.2% | -27.8% | -19.4% |
| YTD | +22.1% | +34.8% | -12.7% | +1.1% |
| 1Y | +29.8% | +43.6% | -13.8% | +3.6% |
| 3Y | +47.8% | +85.4% | -37.7% | +1.2% |
| 5Y | +33.9% | +102.2% | -68.3% | -13.4% |
| 10Y | +208.7% | +190.2% | +18.5% | +49.7% |
| All | +208.7% | +195.4% | +13.3% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling