-58.2%
NKE vs PPL
+56.5%
-114.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.1% | +1.8% | -1.8% | -0.3% |
| 30D | -7.7% | -1.1% | -6.6% | -7.5% |
| 3M | -10.9% | 0.0% | -11.0% | -11.0% |
| 6M | -31.9% | -7.6% | -24.3% | -31.0% |
| YTD | -38.6% | +1.7% | -40.4% | -39.1% |
| 1Y | -46.9% | +1.5% | -48.4% | -47.4% |
| 3Y | -58.2% | +55.3% | -113.4% | -64.6% |
| All | -58.2% | +56.5% | -114.6% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling