+6,094.5%
NKE vs PH
+25,056.6%
-18,962.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.6% | +4.3% | -5.9% | -3.1% |
| 30D | +7.6% | +0.1% | +7.5% | +7.1% |
| 3M | -6.9% | -9.4% | +2.5% | -4.0% |
| 6M | -8.5% | +8.8% | -17.3% | -12.3% |
| YTD | -38.8% | +9.6% | -48.4% | -41.8% |
| 1Y | -40.6% | +14.4% | -55.0% | -44.4% |
| 3Y | -60.9% | +134.5% | -195.4% | -72.3% |
| 5Y | -75.4% | +204.4% | -279.8% | -84.2% |
| 10Y | -13.5% | +697.3% | -710.7% | -61.9% |
| All | +6,094.5% | +25,056.6% | -18,962.1% | +714.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling