+22.0%
NXPI vs PR
+225.0%
-203.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.1% |
| 7D | -4.4% | -16.4% | +12.1% | 0.0% |
| 30D | +5.6% | -1.9% | +7.5% | +5.8% |
| 3M | +7.6% | +8.0% | -0.3% | +4.8% |
| 6M | -17.6% | +4.1% | -21.7% | -19.4% |
| YTD | +15.9% | +58.7% | -42.8% | +0.3% |
| 1Y | +22.4% | +75.8% | -53.4% | +2.7% |
| 3Y | +43.2% | +73.2% | -29.9% | +18.7% |
| All | +22.0% | +225.0% | -203.0% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling