+1,747.1%
NXPI vs PH
+1,856.1%
-109.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +1.9% | -3.1% | +5.0% | +4.2% |
| 30D | -1.4% | -3.2% | +1.8% | +0.5% |
| 3M | -29.1% | +10.6% | -39.6% | -34.7% |
| 6M | +6.2% | -2.1% | +8.3% | +6.5% |
| YTD | +5.9% | +10.2% | -4.3% | -3.1% |
| 1Y | +2.9% | +28.2% | -25.3% | -16.5% |
| 3Y | +14.5% | +134.9% | -120.4% | -41.7% |
| 5Y | +17.1% | +253.6% | -236.6% | -56.6% |
| 10Y | +193.4% | +804.7% | -611.4% | -53.2% |
| All | +1,747.1% | +1,856.1% | -109.0% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling