+1,747.1%
NXPI vs PM
+644.1%
+1,103.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +2.1% |
| 7D | +1.9% | -4.9% | +6.8% | +4.0% |
| 30D | -1.4% | -3.4% | +2.0% | -0.2% |
| 3M | -29.1% | +5.2% | -34.2% | -31.4% |
| 6M | +6.2% | +3.7% | +2.5% | +2.4% |
| YTD | +5.9% | +15.8% | -9.9% | -3.2% |
| 1Y | +2.9% | +17.4% | -14.5% | -7.3% |
| 3Y | +14.5% | +116.9% | -102.4% | -28.8% |
| 5Y | +17.1% | +117.3% | -100.3% | -28.7% |
| 10Y | +193.4% | +193.8% | -0.4% | +41.4% |
| All | +1,747.1% | +644.1% | +1,103.0% | +237.6% |
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