-61.1%
NKE vs PAAS
+197.4%
-258.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.7% | -1.2% |
| 7D | -4.6% | -7.0% | +2.5% | -4.1% |
| 30D | +6.9% | -15.3% | +22.2% | +7.9% |
| 3M | -5.8% | -27.7% | +21.9% | -4.2% |
| 6M | -9.1% | -40.5% | +31.4% | -6.6% |
| YTD | -39.2% | -26.5% | -12.7% | -38.5% |
| 1Y | -39.2% | -0.8% | -38.5% | -39.8% |
| All | -61.1% | +197.4% | -258.5% | -65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling