-31.7%
NKE vs PBR
+74.7%
-106.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -7.0% | +12.2% | +4.4% |
| 7D | +9.0% | -11.0% | +20.0% | +7.7% |
| 30D | +19.2% | -18.8% | +38.0% | +16.8% |
| 3M | -1.5% | +7.8% | -9.3% | -1.3% |
| 6M | -4.2% | -7.6% | +3.4% | -4.1% |
| YTD | -34.8% | +72.7% | -107.4% | -33.2% |
| 1Y | -31.7% | +72.9% | -104.6% | -30.1% |
| All | -31.7% | +74.7% | -106.4% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling