+19.5%
NXPI vs PL
+11.6%
+7.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -10.1% | +2.4% | -6.2% |
| 7D | -8.1% | -20.5% | +12.4% | -4.8% |
| 30D | 0.0% | -38.8% | +38.8% | +7.6% |
| 3M | +6.2% | -49.1% | +55.3% | +17.2% |
| 6M | -15.7% | -69.4% | +53.6% | -0.8% |
| YTD | +14.1% | -42.3% | +56.4% | +18.8% |
| 1Y | +18.2% | -14.2% | +32.4% | +14.0% |
| 3Y | +42.0% | +398.7% | -356.7% | -11.3% |
| 5Y | +19.5% | +11.1% | +8.3% | -16.1% |
| All | +19.5% | +11.6% | +7.9% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling