+1,921.9%
NXPI vs PPL
+201.7%
+1,720.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.8% |
| 7D | -4.4% | +0.4% | -4.8% | -4.6% |
| 30D | +5.6% | +5.4% | +0.1% | +3.0% |
| 3M | +7.6% | +4.3% | +3.3% | +5.4% |
| 6M | -17.6% | -1.3% | -16.2% | -17.6% |
| YTD | +15.9% | +4.7% | +11.2% | +12.2% |
| 1Y | +22.4% | +1.3% | +21.1% | +20.0% |
| 3Y | +43.2% | +57.2% | -14.0% | +10.7% |
| 5Y | +21.4% | +48.2% | -26.9% | -3.9% |
| 10Y | +186.8% | +62.7% | +124.1% | +107.8% |
| All | +1,921.9% | +201.7% | +1,720.2% | +799.6% |
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