+251.3%
PEP vs NXPI
+2,077.5%
-1,826.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.5% | -1.1% |
| 7D | +2.9% | -4.4% | +7.3% | +3.3% |
| 30D | +14.2% | +5.6% | +8.7% | +13.5% |
| 3M | +3.2% | +7.6% | -4.4% | +2.3% |
| 6M | -7.4% | -17.6% | +10.1% | -6.4% |
| YTD | +1.5% | +15.9% | -14.4% | -1.4% |
| 1Y | +3.9% | +22.4% | -18.5% | +0.3% |
| 3Y | -5.5% | +43.2% | -48.8% | -12.2% |
| 5Y | +0.1% | +21.4% | -21.2% | -6.8% |
| 10Y | +82.1% | +186.8% | -104.7% | +49.3% |
| All | +251.3% | +2,077.5% | -1,826.2% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling