-74.9%
NKE vs PCAR
+165.3%
-240.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -10.4% | -6.9% | -3.5% | -7.4% |
| 3M | -15.5% | +2.1% | -17.6% | -16.9% |
| 6M | -32.6% | +1.6% | -34.2% | -34.1% |
| YTD | -39.8% | +12.2% | -52.1% | -44.2% |
| 1Y | -47.6% | +28.0% | -75.6% | -55.0% |
| 3Y | -59.0% | +61.0% | -120.0% | -70.6% |
| 5Y | -74.9% | +163.9% | -238.9% | -87.3% |
| All | -74.9% | +165.3% | -240.2% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling