+210.0%
NXPI vs PFG
+247.4%
-37.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.9% |
| 7D | +0.7% | -3.0% | +3.7% | +2.4% |
| 30D | -4.2% | +2.5% | -6.7% | -5.8% |
| 3M | -20.4% | +6.1% | -26.5% | -23.8% |
| 6M | +12.5% | +31.3% | -18.8% | -5.0% |
| YTD | +5.2% | +33.6% | -28.3% | -12.2% |
| 1Y | +5.1% | +48.5% | -43.4% | -17.8% |
| 3Y | +17.7% | +69.6% | -51.9% | -15.0% |
| 5Y | +16.8% | +111.5% | -94.6% | -25.8% |
| All | +210.0% | +247.4% | -37.4% | +69.7% |
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