+208.7%
NXPI vs PM
+242.6%
-33.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | -0.5% | -6.6% | +6.2% | +1.8% |
| 30D | +15.0% | -3.4% | +18.4% | +16.2% |
| 3M | +12.6% | +5.3% | +7.2% | +10.2% |
| 6M | -10.6% | +15.5% | -26.1% | -16.2% |
| YTD | +22.1% | +24.3% | -2.2% | +10.5% |
| 1Y | +29.8% | +29.7% | +0.1% | +15.2% |
| 3Y | +47.8% | +144.9% | -97.2% | -7.5% |
| 5Y | +33.9% | +159.0% | -125.2% | -20.1% |
| 10Y | +208.7% | +250.9% | -42.2% | +59.8% |
| All | +208.7% | +242.6% | -33.8% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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