-24.0%
NKE vs PAAS
+230.4%
-254.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -4.2% | -1.9% | -2.2% | -4.0% |
| 30D | -8.2% | -3.6% | -4.6% | -8.1% |
| 3M | -19.1% | +8.6% | -27.6% | -19.9% |
| 6M | -32.6% | -16.7% | -15.9% | -32.1% |
| YTD | -40.7% | -1.9% | -38.8% | -41.2% |
| 1Y | -48.9% | +38.0% | -86.9% | -50.9% |
| 3Y | -59.2% | +234.9% | -294.2% | -64.5% |
| 5Y | -75.3% | +119.5% | -194.8% | -78.1% |
| All | -24.0% | +230.4% | -254.4% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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