-37.3%
NKE vs PPL
-1.1%
-36.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.9% |
| 7D | -5.4% | -1.0% | -4.4% | -5.3% |
| 30D | +8.4% | +3.0% | +5.4% | +8.4% |
| 3M | -6.3% | +1.1% | -7.4% | -6.4% |
| 6M | -7.8% | -0.8% | -7.1% | -7.8% |
| YTD | -38.3% | +3.5% | -41.7% | -38.2% |
| 1Y | -37.3% | -0.9% | -36.4% | -38.4% |
| All | -37.3% | -1.1% | -36.2% | -38.4% |
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