+210.0%
NXPI vs PHM
+557.7%
-347.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.4% |
| 7D | +0.7% | -6.4% | +7.0% | +3.8% |
| 30D | -4.2% | -12.1% | +7.9% | +1.6% |
| 3M | -20.4% | -1.5% | -18.9% | -20.7% |
| 6M | +12.5% | -6.0% | +18.5% | +14.0% |
| YTD | +5.2% | -0.3% | +5.5% | +3.1% |
| 1Y | +5.1% | -13.3% | +18.5% | +9.9% |
| 3Y | +17.7% | +47.6% | -29.9% | -8.2% |
| 5Y | +16.8% | +154.7% | -137.9% | -32.0% |
| All | +210.0% | +557.7% | -347.6% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PHM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling