-24.0%
NKE vs PNR
+66.2%
-90.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.2% | -6.0% | +1.9% | -1.2% |
| 30D | -8.2% | -14.0% | +5.8% | -1.1% |
| 3M | -19.1% | -21.7% | +2.6% | -9.7% |
| 6M | -32.6% | -37.3% | +4.6% | -16.4% |
| YTD | -40.7% | -45.1% | +4.4% | -21.5% |
| 1Y | -48.9% | -49.1% | +0.3% | -29.6% |
| 3Y | -59.2% | -14.8% | -44.4% | -58.0% |
| 5Y | -75.3% | -21.0% | -54.3% | -74.5% |
| All | -24.0% | +66.2% | -90.2% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling