-48.9%
NKE vs PM
+19.3%
-68.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -4.2% | +4.7% | -8.8% | -4.6% |
| 30D | -8.2% | +2.6% | -10.8% | -8.4% |
| 3M | -19.1% | +6.6% | -25.6% | -19.4% |
| 6M | -32.6% | +16.5% | -49.1% | -33.4% |
| YTD | -40.7% | +21.2% | -61.9% | -41.6% |
| 1Y | -48.9% | +17.9% | -66.8% | -50.8% |
| All | -48.9% | +19.3% | -68.2% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling