-40.6%
NKE vs PCOR
+1.3%
-41.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -1.6% | +3.0% | -4.6% | -2.1% |
| 30D | +7.6% | +38.7% | -31.1% | +1.4% |
| 3M | -6.9% | +24.9% | -31.7% | -11.0% |
| 6M | -8.5% | +68.8% | -77.3% | -16.6% |
| YTD | -38.8% | +6.7% | -45.5% | -42.0% |
| 1Y | -40.6% | +3.0% | -43.6% | -43.1% |
| All | -40.6% | +1.3% | -41.8% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling