+2,058.7%
NXPI vs PHM
+1,677.0%
+381.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +6.8% | -4.1% | +10.9% | +8.7% |
| 30D | +20.0% | +16.1% | +3.9% | +11.5% |
| 3M | +14.8% | -2.5% | +17.3% | +15.4% |
| 6M | -10.5% | +12.9% | -23.4% | -16.7% |
| YTD | +23.7% | +9.0% | +14.7% | +15.9% |
| 1Y | +34.1% | +8.2% | +25.9% | +25.9% |
| 3Y | +51.2% | +58.4% | -7.2% | +15.8% |
| 5Y | +33.4% | +159.2% | -125.8% | -20.5% |
| 10Y | +209.2% | +676.9% | -467.6% | +4.8% |
| All | +2,058.7% | +1,677.0% | +381.7% | +340.3% |
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