+237.9%
NKE vs PM
+752.6%
-514.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.2% |
| 7D | -2.0% | -4.9% | +2.9% | -0.1% |
| 30D | -8.6% | -3.4% | -5.2% | -7.4% |
| 3M | -11.0% | +5.2% | -16.2% | -13.1% |
| 6M | -33.2% | +3.7% | -36.9% | -34.9% |
| YTD | -38.1% | +15.8% | -53.9% | -42.5% |
| 1Y | -47.4% | +17.4% | -64.7% | -51.6% |
| 3Y | -59.8% | +116.9% | -176.7% | -72.9% |
| 5Y | -74.2% | +117.3% | -191.5% | -82.8% |
| 10Y | -23.5% | +193.8% | -217.2% | -58.3% |
| All | +237.9% | +752.6% | -514.7% | -3.7% |
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