+200.5%
NXPI vs PH
+778.3%
-577.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.2% | -1.0% | +0.3% |
| 7D | -0.3% | +3.0% | -3.4% | -2.5% |
| 30D | +12.7% | -0.6% | +13.3% | +12.8% |
| 3M | +7.5% | -10.7% | +18.2% | +16.0% |
| 6M | -12.3% | +9.1% | -21.4% | -18.4% |
| YTD | +19.7% | +9.5% | +10.2% | +10.3% |
| 1Y | +27.6% | +14.0% | +13.5% | +14.2% |
| 3Y | +50.0% | +138.9% | -88.9% | -21.2% |
| 5Y | +27.2% | +209.1% | -182.0% | -44.9% |
| 10Y | +200.5% | +737.3% | -536.8% | -25.2% |
| All | +200.5% | +778.3% | -577.8% | -25.2% |
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