+2,030.0%
NXPI vs PHM
+1,727.3%
+302.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +3.8% |
| 7D | -0.5% | +2.9% | -3.4% | -2.0% |
| 30D | +15.0% | +16.5% | -1.5% | +6.6% |
| 3M | +12.6% | +0.6% | +11.9% | +11.5% |
| 6M | -10.6% | +11.6% | -22.1% | -16.3% |
| YTD | +22.1% | +12.1% | +10.0% | +13.0% |
| 1Y | +29.8% | +9.6% | +20.2% | +21.2% |
| 3Y | +47.8% | +62.3% | -14.5% | +11.9% |
| 5Y | +33.9% | +170.4% | -136.5% | -21.8% |
| 10Y | +208.7% | +683.0% | -474.3% | +4.2% |
| All | +2,030.0% | +1,727.3% | +302.7% | +329.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling