+1,921.9%
NXPI vs PM
+713.6%
+1,208.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.3% |
| 7D | -4.4% | -5.2% | +0.9% | -2.2% |
| 30D | +5.6% | +2.7% | +2.9% | +4.2% |
| 3M | +7.6% | +6.1% | +1.5% | +4.6% |
| 6M | -17.6% | +18.0% | -35.6% | -24.5% |
| YTD | +15.9% | +26.6% | -10.7% | +1.8% |
| 1Y | +22.4% | +36.7% | -14.3% | +3.4% |
| 3Y | +43.2% | +146.0% | -102.8% | -16.1% |
| 5Y | +21.4% | +164.1% | -142.7% | -33.1% |
| 10Y | +186.8% | +238.8% | -52.0% | +28.3% |
| All | +1,921.9% | +713.6% | +1,208.4% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling