+3.9%
PEP vs NXPI
+15.6%
-11.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +0.7% | -6.6% | +7.3% | +0.9% |
| 3M | -0.5% | -25.4% | +24.9% | +0.5% |
| 6M | -11.3% | +11.9% | -23.2% | -12.7% |
| YTD | -0.6% | +4.0% | -4.6% | -1.9% |
| 1Y | +1.7% | +1.0% | +0.6% | +0.4% |
| 3Y | -12.5% | +16.3% | -28.8% | -16.5% |
| 5Y | +3.9% | +17.7% | -13.8% | -3.4% |
| All | +3.9% | +15.6% | -11.7% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling