+6,161.3%
NKE vs PH
+25,185.5%
-19,024.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.0% | -3.1% | +1.1% | -0.9% |
| 30D | -8.6% | -3.2% | -5.3% | -7.7% |
| 3M | -11.0% | +10.6% | -21.6% | -14.7% |
| 6M | -33.2% | -2.1% | -31.1% | -33.5% |
| YTD | -38.1% | +10.2% | -48.3% | -41.0% |
| 1Y | -47.4% | +28.2% | -75.6% | -52.6% |
| 3Y | -59.8% | +134.9% | -194.7% | -71.4% |
| 5Y | -74.2% | +253.6% | -327.9% | -84.2% |
| 10Y | -23.5% | +804.7% | -828.2% | -67.6% |
| All | +6,161.3% | +25,185.5% | -19,024.2% | +725.9% |
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