-21.6%
NKE vs PR
+101.2%
-122.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.8% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | -7.7% | +17.4% | -25.0% | -8.5% |
| 3M | -10.9% | +21.8% | -32.7% | -12.0% |
| 6M | -31.9% | +27.6% | -59.5% | -32.9% |
| YTD | -38.6% | +71.4% | -110.1% | -40.6% |
| 1Y | -46.9% | +78.3% | -125.2% | -48.8% |
| 3Y | -58.2% | +85.5% | -143.7% | -60.0% |
| 5Y | -74.0% | +422.7% | -496.7% | -76.3% |
| 10Y | -21.6% | +87.1% | -108.7% | -19.8% |
| All | -21.6% | +101.2% | -122.7% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling