-75.3%
NKE vs PH
+203.8%
-279.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.6% | +4.3% | -5.9% | -3.5% |
| 30D | +7.6% | +0.1% | +7.5% | +7.0% |
| 3M | -6.9% | -9.4% | +2.5% | -3.0% |
| 6M | -8.5% | +8.8% | -17.3% | -14.0% |
| YTD | -38.8% | +9.6% | -48.4% | -43.2% |
| 1Y | -40.6% | +14.4% | -55.0% | -46.2% |
| 3Y | -60.9% | +134.5% | -195.4% | -77.8% |
| All | -75.3% | +203.8% | -279.1% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling