-68.3%
NKE vs PCOR
-30.9%
-37.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | 0.0% |
| 7D | -2.0% | -9.0% | +7.0% | +0.1% |
| 30D | -8.6% | +4.2% | -12.7% | -9.5% |
| 3M | -11.0% | +14.4% | -25.5% | -14.3% |
| 6M | -33.2% | +0.2% | -33.4% | -34.4% |
| YTD | -38.1% | -20.3% | -17.9% | -36.1% |
| 1Y | -47.4% | -16.1% | -31.2% | -46.6% |
| 3Y | -59.8% | -14.7% | -45.1% | -61.0% |
| 5Y | -74.2% | -43.2% | -31.1% | -76.7% |
| All | -68.3% | -30.9% | -37.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling