+234.3%
NKE vs PM
+837.3%
-603.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | +7.6% | -3.2% | +10.8% | +8.9% |
| 3M | -6.9% | +6.2% | -13.1% | -9.3% |
| 6M | -8.5% | +7.7% | -16.2% | -11.8% |
| YTD | -38.8% | +27.3% | -66.1% | -45.3% |
| 1Y | -40.6% | +32.8% | -73.3% | -47.9% |
| 3Y | -60.9% | +150.0% | -210.9% | -75.3% |
| 5Y | -75.4% | +164.2% | -239.6% | -84.9% |
| 10Y | -13.5% | +265.7% | -279.2% | -57.5% |
| All | +234.3% | +837.3% | -603.0% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling