+767.8%
NKE vs PBR
+1,899.4%
-1,131.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -4.2% | +5.4% | -9.5% | -5.0% |
| 30D | -8.2% | +22.9% | -31.1% | -11.3% |
| 3M | -19.1% | +19.6% | -38.7% | -21.7% |
| 6M | -32.6% | +16.5% | -49.1% | -34.7% |
| YTD | -40.7% | +86.7% | -127.4% | -47.0% |
| 1Y | -48.9% | +74.7% | -123.6% | -53.9% |
| 3Y | -59.2% | +102.6% | -161.8% | -64.6% |
| 5Y | -75.3% | +566.6% | -641.9% | -83.0% |
| 10Y | -23.1% | +686.1% | -709.1% | -53.2% |
| All | +767.8% | +1,899.4% | -1,131.5% | +294.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling