+1,996.4%
NKE vs PAAS
+1,235.6%
+760.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.8% |
| 7D | -2.0% | -2.9% | +0.9% | -1.8% |
| 30D | -8.6% | +6.8% | -15.4% | -9.0% |
| 3M | -11.0% | -2.9% | -8.1% | -11.1% |
| 6M | -33.2% | -16.4% | -16.8% | -32.8% |
| YTD | -38.1% | 0.0% | -38.2% | -38.5% |
| 1Y | -47.4% | +54.3% | -101.7% | -49.1% |
| 3Y | -59.8% | +230.7% | -290.5% | -63.1% |
| 5Y | -74.2% | +111.6% | -185.9% | -76.0% |
| 10Y | -23.5% | +211.7% | -235.2% | -32.0% |
| All | +1,996.4% | +1,235.6% | +760.8% | +1,531.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling