-47.4%
NKE vs PR
+76.5%
-123.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | -2.0% | +2.9% | -4.9% | -1.9% |
| 30D | -8.6% | +18.0% | -26.6% | -7.9% |
| 3M | -11.0% | +16.9% | -27.9% | -10.2% |
| 6M | -33.2% | +28.2% | -61.4% | -33.6% |
| YTD | -38.1% | +69.3% | -107.5% | -40.4% |
| 1Y | -47.4% | +69.5% | -116.9% | -49.5% |
| All | -47.4% | +76.5% | -123.9% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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