+198.6%
NXPI vs PRU
+145.9%
+52.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.8% |
| 7D | +1.9% | +1.9% | 0.0% | +0.8% |
| 30D | -1.4% | +2.7% | -4.2% | -3.0% |
| 3M | -29.1% | +19.5% | -48.5% | -36.1% |
| 6M | +6.2% | +26.6% | -20.4% | -7.7% |
| YTD | +5.9% | +12.3% | -6.5% | -1.9% |
| 1Y | +2.9% | +18.0% | -15.2% | -7.4% |
| 3Y | +14.5% | +47.0% | -32.5% | -9.1% |
| 5Y | +17.1% | +48.4% | -31.4% | -7.8% |
| All | +198.6% | +145.9% | +52.7% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling