+6,161.3%
NKE vs PCAR
+15,337.6%
-9,176.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -2.0% | -0.5% | -1.5% | -1.8% |
| 30D | -8.6% | -6.2% | -2.3% | -6.7% |
| 3M | -11.0% | +5.9% | -16.9% | -13.0% |
| 6M | -33.2% | +0.4% | -33.6% | -33.8% |
| YTD | -38.1% | +14.8% | -53.0% | -41.4% |
| 1Y | -47.4% | +30.1% | -77.5% | -52.3% |
| 3Y | -59.8% | +66.7% | -126.4% | -66.7% |
| 5Y | -74.2% | +166.1% | -240.4% | -81.7% |
| 10Y | -23.5% | +353.7% | -377.1% | -54.5% |
| All | +6,161.3% | +15,337.6% | -9,176.2% | +1,036.5% |
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 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