+22.0%
NXPI vs PM
+163.3%
-141.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.7% |
| 7D | -4.4% | -5.2% | +0.9% | -4.0% |
| 30D | +5.6% | +2.7% | +2.9% | +5.5% |
| 3M | +7.6% | +6.1% | +1.5% | +7.2% |
| 6M | -17.6% | +18.0% | -35.6% | -19.0% |
| YTD | +15.9% | +26.6% | -10.7% | +12.7% |
| 1Y | +22.4% | +36.7% | -14.3% | +17.4% |
| 3Y | +43.2% | +146.0% | -102.8% | +9.0% |
| All | +22.0% | +163.3% | -141.3% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling