+6,057.0%
NKE vs PCAR
+13,107.1%
-7,050.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.9% |
| 7D | -4.6% | +2.1% | -6.6% | -5.2% |
| 30D | +6.9% | -1.2% | +8.1% | +7.3% |
| 3M | -5.8% | -18.6% | +12.8% | +0.7% |
| 6M | -9.1% | -5.1% | -4.0% | -8.0% |
| YTD | -39.2% | -1.8% | -37.4% | -39.4% |
| 1Y | -39.2% | +10.6% | -49.9% | -41.9% |
| 3Y | -61.8% | +34.9% | -96.8% | -66.1% |
| 5Y | -75.5% | +114.0% | -189.5% | -81.3% |
| 10Y | -14.0% | +288.4% | -302.4% | -46.1% |
| All | +6,057.0% | +13,107.1% | -7,050.2% | +1,075.9% |
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