+230.3%
NXPI vs PR
+147.8%
+82.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.9% | -2.9% | -7.1% |
| 7D | -8.1% | -16.5% | +8.4% | -5.8% |
| 30D | 0.0% | -4.5% | +4.5% | +0.5% |
| 3M | +6.2% | +8.5% | -2.3% | +4.7% |
| 6M | -15.7% | -3.3% | -12.4% | -15.9% |
| YTD | +14.1% | +55.7% | -41.6% | +6.4% |
| 1Y | +18.2% | +82.0% | -63.8% | +7.7% |
| 3Y | +42.0% | +62.5% | -20.5% | +30.7% |
| 5Y | +19.5% | +223.9% | -204.4% | -1.6% |
| 10Y | +182.3% | +64.2% | +118.1% | +94.4% |
| All | +230.3% | +147.8% | +82.5% | +127.5% |
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