-58.2%
NKE vs PCAR
+64.3%
-122.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -7.7% | -7.7% | +0.1% | -4.9% |
| 3M | -10.9% | +3.7% | -14.6% | -12.7% |
| 6M | -31.9% | +2.3% | -34.2% | -33.2% |
| YTD | -38.6% | +12.8% | -51.4% | -42.4% |
| 1Y | -46.9% | +27.8% | -74.7% | -53.1% |
| 3Y | -58.2% | +61.8% | -120.0% | -67.2% |
| All | -58.2% | +64.3% | -122.5% | -67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling