-75.4%
NKE vs PCOR
-19.6%
-55.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -0.2% | +22.7% | -22.9% | -5.4% |
| 30D | +12.3% | +37.5% | -25.2% | +3.5% |
| 3M | -7.1% | +35.2% | -42.3% | -14.4% |
| 6M | -10.3% | +42.2% | -52.6% | -19.0% |
| YTD | -37.8% | +3.6% | -41.4% | -40.0% |
| 1Y | -35.6% | -4.8% | -30.8% | -36.5% |
| 3Y | -61.4% | +48.3% | -109.8% | -67.8% |
| All | -75.4% | -19.6% | -55.7% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling