+215.0%
NXPI vs PTC
+313.0%
-98.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +9.4% | +0.8% | +8.5% | +8.9% |
| 30D | +18.1% | +1.2% | +16.9% | +17.5% |
| 3M | +15.0% | +32.6% | -17.6% | -3.5% |
| 6M | -8.4% | +36.1% | -44.5% | -26.2% |
| YTD | +24.8% | +12.7% | +12.1% | +10.5% |
| 1Y | +33.3% | +10.2% | +23.1% | +19.5% |
| 3Y | +51.0% | +29.4% | +21.6% | +20.2% |
| 5Y | +34.5% | +61.1% | -26.6% | -6.2% |
| All | +215.0% | +313.0% | -98.0% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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