-68.6%
NKE vs PCOR
-33.1%
-35.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.1% |
| 7D | -0.1% | -6.9% | +6.9% | +1.6% |
| 30D | -7.7% | -1.5% | -6.1% | -7.4% |
| 3M | -10.9% | +18.5% | -29.4% | -14.8% |
| 6M | -31.9% | -4.7% | -27.2% | -32.2% |
| YTD | -38.6% | -22.8% | -15.9% | -36.2% |
| 1Y | -46.9% | -20.7% | -26.2% | -45.5% |
| 3Y | -58.2% | -14.6% | -43.6% | -59.5% |
| 5Y | -74.0% | -40.7% | -33.3% | -76.1% |
| All | -68.6% | -33.1% | -35.4% | -71.1% |
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