+200.5%
NXPI vs PPL
+62.1%
+138.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.4% |
| 7D | -0.3% | -1.2% | +0.9% | +0.1% |
| 30D | +12.7% | +4.2% | +8.5% | +10.6% |
| 3M | +7.5% | +1.5% | +5.9% | +6.5% |
| 6M | -12.3% | +1.0% | -13.4% | -13.3% |
| YTD | +19.7% | +4.4% | +15.3% | +16.1% |
| 1Y | +27.6% | +0.8% | +26.8% | +25.5% |
| 3Y | +50.0% | +56.5% | -6.5% | +16.3% |
| 5Y | +27.2% | +47.7% | -20.5% | +1.0% |
| 10Y | +200.5% | +64.4% | +136.1% | +119.8% |
| All | +200.5% | +62.1% | +138.4% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling