-75.5%
NKE vs PM
+132.4%
-207.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.1% | -2.4% |
| 7D | -5.5% | +1.9% | -7.5% | -6.0% |
| 30D | -10.4% | +1.9% | -12.3% | -10.8% |
| 3M | -15.8% | +4.6% | -20.4% | -16.7% |
| 6M | -33.4% | +11.7% | -45.1% | -35.3% |
| YTD | -41.0% | +20.4% | -61.4% | -43.8% |
| 1Y | -49.1% | +19.0% | -68.0% | -51.4% |
| 3Y | -59.8% | +130.4% | -190.2% | -72.3% |
| 5Y | -75.5% | +131.5% | -206.9% | -83.2% |
| All | -75.5% | +132.4% | -207.9% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling