-20.4%
NKE vs PPL
+55.0%
-75.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -0.1% | +1.8% | -1.8% | -0.8% |
| 30D | -7.7% | -1.1% | -6.6% | -7.3% |
| 3M | -10.9% | 0.0% | -11.0% | -11.2% |
| 6M | -31.9% | -7.6% | -24.3% | -29.9% |
| YTD | -38.6% | +1.7% | -40.4% | -39.6% |
| 1Y | -46.9% | +1.5% | -48.4% | -47.9% |
| 3Y | -58.2% | +55.3% | -113.4% | -66.9% |
| 5Y | -74.0% | +37.7% | -111.7% | -78.3% |
| All | -20.4% | +55.0% | -75.4% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling