+1,714.9%
NXPI vs PPG
+326.0%
+1,388.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | +0.3% |
| 7D | +0.7% | 0.0% | +0.6% | +0.7% |
| 30D | -6.6% | -7.8% | +1.2% | -0.4% |
| 3M | -25.4% | -2.2% | -23.2% | -24.7% |
| 6M | +11.9% | +4.1% | +7.8% | +5.7% |
| YTD | +4.0% | +9.1% | -5.1% | -6.0% |
| 1Y | +1.0% | +1.0% | +0.1% | -2.9% |
| 3Y | +16.3% | -13.3% | +29.6% | +26.4% |
| 5Y | +17.7% | -19.2% | +36.9% | +32.5% |
| 10Y | +195.8% | +25.9% | +169.9% | +110.4% |
| All | +1,714.9% | +326.0% | +1,388.9% | +239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling