+206.5%
NXPI vs PR
+169.5%
+37.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | +1.9% | +2.9% | -1.0% | +1.5% |
| 30D | -1.4% | +18.0% | -19.5% | -3.8% |
| 3M | -29.1% | +16.9% | -45.9% | -30.8% |
| 6M | +6.2% | +28.2% | -22.0% | +2.1% |
| YTD | +5.9% | +69.3% | -63.5% | -2.3% |
| 1Y | +2.9% | +69.5% | -66.6% | -5.2% |
| 3Y | +14.5% | +81.7% | -67.2% | +3.9% |
| 5Y | +17.1% | +422.2% | -405.2% | -8.9% |
| 10Y | +193.4% | +110.4% | +83.0% | +101.8% |
| All | +206.5% | +169.5% | +37.0% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling