+5,871.1%
NKE vs PNR
+3,435.9%
+2,435.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -5.5% | -5.5% | -0.1% | -3.8% |
| 30D | -10.4% | -15.6% | +5.1% | -5.4% |
| 3M | -15.8% | -20.2% | +4.4% | -10.1% |
| 6M | -33.4% | -36.6% | +3.2% | -23.7% |
| YTD | -41.0% | -45.0% | +4.0% | -29.4% |
| 1Y | -49.1% | -47.4% | -1.6% | -38.2% |
| 3Y | -59.8% | -13.7% | -46.1% | -58.6% |
| 5Y | -75.5% | -20.8% | -54.7% | -74.3% |
| 10Y | -23.5% | +65.2% | -88.6% | -36.8% |
| All | +5,871.1% | +3,435.9% | +2,435.1% | +2,248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling