-74.7%
NKE vs PNC
+51.4%
-126.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | -4.2% | -0.6% | -3.6% | -3.9% |
| 30D | -8.2% | -4.4% | -3.8% | -6.3% |
| 3M | -19.1% | +5.2% | -24.3% | -21.3% |
| 6M | -32.6% | +20.6% | -53.3% | -38.8% |
| YTD | -40.7% | +19.8% | -60.5% | -46.0% |
| 1Y | -48.9% | +24.4% | -73.3% | -54.4% |
| 3Y | -59.2% | +131.2% | -190.5% | -73.8% |
| All | -74.7% | +51.4% | -126.1% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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