+195.8%
NXPI vs PH
+794.6%
-598.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.2% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | -6.6% | -10.8% | +4.2% | +1.1% |
| 3M | -25.4% | +8.5% | -33.9% | -30.0% |
| 6M | +11.9% | +3.9% | +8.0% | +7.5% |
| YTD | +4.0% | +9.4% | -5.4% | -3.7% |
| 1Y | +1.0% | +26.8% | -25.7% | -16.3% |
| 3Y | +16.3% | +140.8% | -124.5% | -39.0% |
| 5Y | +17.7% | +253.8% | -236.1% | -53.0% |
| 10Y | +195.8% | +792.3% | -596.5% | -25.9% |
| All | +195.8% | +794.6% | -598.8% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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