+16.8%
NXPI vs PPG
-24.6%
+41.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.9% |
| 7D | +0.7% | -5.1% | +5.8% | +4.6% |
| 30D | -4.2% | -9.6% | +5.4% | +3.1% |
| 3M | -20.4% | -6.4% | -14.0% | -17.0% |
| 6M | +12.5% | +0.5% | +12.0% | +9.2% |
| YTD | +5.2% | +4.4% | +0.8% | -1.6% |
| 1Y | +5.1% | -0.9% | +6.0% | +2.4% |
| 3Y | +17.7% | -17.0% | +34.6% | +30.1% |
| 5Y | +16.8% | -23.7% | +40.5% | +31.9% |
| All | +16.8% | -24.6% | +41.4% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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