+242.1%
PEP vs NXPI
+1,889.2%
-1,647.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | -1.4% | +1.9% | -3.3% | -1.6% |
| 30D | +0.2% | -1.4% | +1.7% | +0.3% |
| 3M | -1.1% | -29.1% | +27.9% | +1.7% |
| 6M | -13.5% | +6.2% | -19.7% | -14.9% |
| YTD | -1.2% | +5.9% | -7.1% | -3.0% |
| 1Y | -1.6% | +2.9% | -4.4% | -3.4% |
| 3Y | -12.5% | +14.5% | -27.0% | -16.7% |
| 5Y | +3.0% | +17.1% | -14.0% | -3.8% |
| 10Y | +73.9% | +193.4% | -119.4% | +42.7% |
| All | +242.1% | +1,889.2% | -1,647.1% | +133.3% |
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