-2.6%
PEP vs NXPI
+3.2%
-5.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.6% |
| 7D | -2.4% | +1.9% | -4.3% | -2.3% |
| 30D | -0.8% | -1.4% | +0.6% | -0.9% |
| 3M | -2.2% | -29.1% | +26.9% | -4.3% |
| 6M | -14.4% | +6.2% | -20.6% | -14.2% |
| YTD | -2.2% | +5.9% | -8.1% | -1.9% |
| 1Y | -2.6% | +2.9% | -5.5% | -3.9% |
| All | -2.6% | +3.2% | -5.8% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 1y: compounded portfolio wealth divided by compounded NXPI 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…
1y analysis · Full analysis span regression · 6 months rolling