-73.8%
NKE vs PPL
+39.4%
-113.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.0% | +2.7% | -4.7% | -2.9% |
| 30D | -8.6% | +0.5% | -9.0% | -8.8% |
| 3M | -11.0% | +0.7% | -11.7% | -11.5% |
| 6M | -33.2% | -7.6% | -25.6% | -31.5% |
| YTD | -38.1% | +1.8% | -40.0% | -39.1% |
| 1Y | -47.4% | -0.8% | -46.6% | -47.8% |
| 3Y | -59.8% | +56.9% | -116.6% | -69.4% |
| All | -73.8% | +39.4% | -113.2% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling