-74.7%
NKE vs PH
+251.9%
-326.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.3% |
| 7D | -4.2% | -1.3% | -2.9% | -3.6% |
| 30D | -8.2% | -11.0% | +2.8% | -2.9% |
| 3M | -19.1% | +5.5% | -24.6% | -22.0% |
| 6M | -32.6% | +1.5% | -34.1% | -34.3% |
| YTD | -40.7% | +8.8% | -49.5% | -44.4% |
| 1Y | -48.9% | +24.5% | -73.3% | -55.6% |
| 3Y | -59.2% | +141.2% | -200.4% | -76.9% |
| All | -74.7% | +251.9% | -326.6% | -89.4% |
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