+1,848.7%
NXPI vs PSLV
+108.9%
+1,739.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.3% | +6.7% | +2.4% |
| 7D | +0.7% | -4.9% | +5.5% | +1.5% |
| 30D | -4.2% | -1.9% | -2.3% | -4.0% |
| 3M | -20.4% | +4.2% | -24.6% | -21.2% |
| 6M | +12.5% | -27.6% | +40.1% | +18.1% |
| YTD | +5.2% | -11.7% | +16.9% | +4.7% |
| 1Y | +5.1% | +49.3% | -44.2% | -5.4% |
| 3Y | +17.7% | +167.1% | -149.5% | -4.9% |
| 5Y | +16.8% | +151.7% | -134.9% | -5.6% |
| 10Y | +215.8% | +187.0% | +28.8% | +144.9% |
| All | +1,848.7% | +108.9% | +1,739.8% | +1,611.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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