+1,747.1%
NXPI vs PPL
+193.5%
+1,553.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.9% | +2.7% | -0.8% | +0.7% |
| 30D | -1.4% | +0.5% | -1.9% | -1.7% |
| 3M | -29.1% | +0.7% | -29.7% | -29.6% |
| 6M | +6.2% | -7.6% | +13.8% | +9.2% |
| YTD | +5.9% | +1.8% | +4.0% | +3.9% |
| 1Y | +2.9% | -0.8% | +3.6% | +1.8% |
| 3Y | +14.5% | +56.9% | -42.4% | -11.6% |
| 5Y | +17.1% | +39.5% | -22.5% | -4.6% |
| 10Y | +193.4% | +55.4% | +138.0% | +117.2% |
| All | +1,747.1% | +193.5% | +1,553.6% | +733.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling