-67.1%
NKE vs PCOR
-9.0%
-58.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +3.0% |
| 7D | +1.9% | +22.2% | -20.3% | -2.9% |
| 30D | +14.9% | +36.0% | -21.1% | +6.7% |
| 3M | -3.4% | +34.0% | -37.3% | -10.2% |
| 6M | -7.9% | +43.5% | -51.4% | -16.3% |
| YTD | -35.8% | +5.1% | -40.9% | -38.0% |
| 1Y | -32.6% | -3.9% | -28.6% | -33.6% |
| 3Y | -60.0% | +52.9% | -113.0% | -66.2% |
| 5Y | -74.9% | -18.7% | -56.2% | -78.5% |
| All | -67.1% | -9.0% | -58.1% | -72.0% |
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