-68.8%
NKE vs PCOR
-8.1%
-60.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -4.6% | +2.2% | -6.7% | -5.0% |
| 30D | +6.9% | +37.4% | -30.6% | -0.9% |
| 3M | -5.8% | +33.2% | -39.0% | -12.3% |
| 6M | -9.1% | +60.6% | -69.7% | -19.6% |
| YTD | -39.2% | +6.2% | -45.3% | -41.5% |
| 1Y | -39.2% | -1.1% | -38.2% | -40.6% |
| 3Y | -61.8% | +48.4% | -110.3% | -67.5% |
| 5Y | -75.5% | -13.1% | -62.4% | -79.2% |
| All | -68.8% | -8.1% | -60.8% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling