+6,402.6%
NKE vs PCAR
+12,989.1%
-6,586.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.3% | +2.1% |
| 7D | +1.9% | +2.9% | -1.0% | +1.0% |
| 30D | +14.9% | -2.1% | +17.0% | +15.8% |
| 3M | -3.4% | -20.4% | +17.0% | +4.1% |
| 6M | -7.9% | -7.0% | -0.9% | -6.1% |
| YTD | -35.8% | -2.6% | -33.1% | -35.8% |
| 1Y | -32.6% | +9.8% | -42.3% | -35.3% |
| 3Y | -60.0% | +37.3% | -97.3% | -64.7% |
| 5Y | -74.9% | +116.4% | -191.3% | -80.8% |
| 10Y | -9.8% | +293.0% | -302.7% | -43.7% |
| All | +6,402.6% | +12,989.1% | -6,586.5% | +1,145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling