-47.4%
NKE vs PH
+30.5%
-77.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.0% | -3.1% | +1.1% | -1.5% |
| 30D | -8.6% | -3.2% | -5.3% | -8.3% |
| 3M | -11.0% | +10.6% | -21.6% | -14.1% |
| 6M | -33.2% | -2.1% | -31.1% | -32.6% |
| YTD | -38.1% | +10.2% | -48.3% | -40.2% |
| 1Y | -47.4% | +28.2% | -75.6% | -52.6% |
| All | -47.4% | +30.5% | -77.9% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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