+47.8%
NXPI vs PPL
+55.3%
-7.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +15.0% | +4.3% | +10.7% | +15.1% |
| 3M | +12.6% | +2.9% | +9.6% | +12.7% |
| 6M | -10.6% | +1.1% | -11.7% | -10.5% |
| YTD | +22.1% | +4.5% | +17.6% | +21.8% |
| 1Y | +29.8% | +0.1% | +29.7% | +29.7% |
| 3Y | +47.8% | +55.7% | -7.9% | +40.5% |
| All | +47.8% | +55.3% | -7.5% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling