-24.0%
NKE vs PM
+219.2%
-243.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -4.2% | +4.7% | -8.8% | -5.5% |
| 30D | -8.2% | +2.6% | -10.8% | -9.0% |
| 3M | -19.1% | +6.6% | -25.6% | -20.8% |
| 6M | -32.6% | +16.5% | -49.1% | -36.2% |
| YTD | -40.7% | +21.2% | -61.9% | -44.7% |
| 1Y | -48.9% | +17.9% | -66.8% | -52.0% |
| 3Y | -59.2% | +129.8% | -189.1% | -71.3% |
| 5Y | -75.3% | +133.0% | -208.4% | -82.8% |
| All | -24.0% | +219.2% | -243.3% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling