-12.5%
NKE vs PCAR
+288.5%
-301.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.6% | +4.9% | -6.5% | -3.9% |
| 30D | +7.6% | -1.4% | +9.0% | +8.4% |
| 3M | -6.9% | -18.1% | +11.3% | +2.7% |
| 6M | -8.5% | -4.0% | -4.5% | -7.7% |
| YTD | -38.8% | -1.5% | -37.3% | -39.6% |
| 1Y | -40.6% | +13.2% | -53.8% | -45.6% |
| 3Y | -60.9% | +35.8% | -96.7% | -68.5% |
| 5Y | -75.4% | +114.6% | -190.0% | -84.8% |
| All | -12.5% | +288.5% | -301.0% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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