-60.9%
NKE vs PH
+135.5%
-196.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.6% | +4.3% | -5.9% | -2.9% |
| 30D | +7.6% | +0.1% | +7.5% | +7.2% |
| 3M | -6.9% | -9.4% | +2.5% | -4.0% |
| 6M | -8.5% | +8.8% | -17.3% | -12.6% |
| YTD | -38.8% | +9.6% | -48.4% | -42.1% |
| 1Y | -40.6% | +14.4% | -55.0% | -44.9% |
| 3Y | -60.9% | +134.5% | -195.4% | -71.1% |
| All | -60.9% | +135.5% | -196.4% | -71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling