+22.4%
NXPI vs PR
+80.1%
-57.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.6% |
| 7D | -4.4% | -16.4% | +12.1% | -4.6% |
| 30D | +5.6% | -1.9% | +7.5% | +5.5% |
| 3M | +7.6% | +8.0% | -0.3% | +7.8% |
| 6M | -17.6% | +4.1% | -21.7% | -16.8% |
| YTD | +15.9% | +58.7% | -42.8% | +20.9% |
| 1Y | +22.4% | +75.8% | -53.4% | +32.2% |
| All | +22.4% | +80.1% | -57.7% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling