-59.2%
NKE vs PPG
-17.4%
-41.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -4.2% | -6.2% | +2.1% | -1.1% |
| 30D | -8.2% | -7.9% | -0.3% | -4.4% |
| 3M | -19.1% | -10.2% | -8.9% | -15.2% |
| 6M | -32.6% | +2.7% | -35.3% | -34.6% |
| YTD | -40.7% | +4.9% | -45.6% | -43.5% |
| 1Y | -48.9% | -3.2% | -45.7% | -49.2% |
| 3Y | -59.2% | -17.0% | -42.2% | -58.5% |
| All | -59.2% | -17.4% | -41.9% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling