-11.2%
NKE vs PCAR
+292.6%
-303.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +0.5% | +3.8% | -3.3% | -1.3% |
| 30D | +11.4% | -2.0% | +13.4% | +12.6% |
| 3M | -7.2% | -19.1% | +11.9% | +2.9% |
| 6M | -10.7% | -6.8% | -3.9% | -8.4% |
| YTD | -37.7% | -2.5% | -35.2% | -38.2% |
| 1Y | -34.3% | +9.7% | -44.0% | -38.9% |
| 3Y | -60.9% | +34.0% | -94.9% | -68.3% |
| 5Y | -74.8% | +113.3% | -188.2% | -84.4% |
| 10Y | -11.2% | +278.2% | -289.4% | -61.1% |
| All | -11.2% | +292.6% | -303.8% | -61.1% |
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