+1,921.9%
NXPI vs PH
+1,765.1%
+156.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | -0.6% |
| 7D | -4.4% | +2.0% | -6.4% | -5.9% |
| 30D | +5.6% | -3.7% | +9.2% | +8.2% |
| 3M | +7.6% | -14.0% | +21.6% | +20.0% |
| 6M | -17.6% | +2.1% | -19.7% | -19.7% |
| YTD | +15.9% | +5.1% | +10.8% | +9.6% |
| 1Y | +22.4% | +10.9% | +11.4% | +11.1% |
| 3Y | +43.2% | +132.9% | -89.7% | -26.4% |
| 5Y | +21.4% | +200.1% | -178.7% | -49.1% |
| 10Y | +186.8% | +783.8% | -597.0% | -53.5% |
| All | +1,921.9% | +1,765.1% | +156.9% | +67.1% |
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