-31.7%
NKE vs PPL
+1.0%
-32.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +9.0% | +1.8% | +7.2% | +9.0% |
| 30D | +19.2% | +8.4% | +10.8% | +19.3% |
| 3M | -1.5% | +2.4% | -3.8% | -1.6% |
| 6M | -4.2% | -4.0% | -0.2% | -4.1% |
| YTD | -34.8% | +4.5% | -39.2% | -34.7% |
| 1Y | -31.7% | +1.7% | -33.4% | -31.9% |
| All | -31.7% | +1.0% | -32.7% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling