-39.2%
NKE vs PR
+76.2%
-115.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.2% |
| 7D | -4.6% | +6.7% | -11.3% | -3.7% |
| 30D | +6.9% | -6.1% | +13.0% | +6.2% |
| 3M | -5.8% | +6.9% | -12.7% | -5.0% |
| 6M | -9.1% | +14.6% | -23.7% | -7.3% |
| YTD | -39.2% | +66.1% | -105.3% | -38.5% |
| 1Y | -39.2% | +77.0% | -116.3% | -39.0% |
| All | -39.2% | +76.2% | -115.5% | -39.0% |
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