+33.5%
NXPI vs PL
+28.1%
+5.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.4% | -8.8% | 0.0% |
| 7D | -4.4% | -6.8% | +2.5% | -3.4% |
| 30D | +5.6% | -29.3% | +34.9% | +11.0% |
| 3M | +7.6% | -44.8% | +52.4% | +17.2% |
| 6M | -17.6% | -68.4% | +50.8% | -3.6% |
| YTD | +15.9% | -36.4% | +52.2% | +18.8% |
| 1Y | +22.4% | +0.7% | +21.7% | +15.1% |
| 3Y | +43.2% | +455.3% | -412.1% | -12.1% |
| 5Y | +21.4% | +22.7% | -1.3% | -16.1% |
| All | +33.5% | +28.1% | +5.4% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling