-58.0%
NKE vs PCOR
-12.2%
-45.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.2% |
| 7D | -2.0% | -9.0% | +7.0% | -0.4% |
| 30D | -8.6% | +4.2% | -12.7% | -9.3% |
| 3M | -11.0% | +14.4% | -25.5% | -13.5% |
| 6M | -33.2% | +0.2% | -33.4% | -34.1% |
| YTD | -38.1% | -20.3% | -17.9% | -36.6% |
| 1Y | -47.4% | -16.1% | -31.2% | -46.8% |
| All | -58.0% | -12.2% | -45.7% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling