-34.3%
NKE vs PR
+67.7%
-102.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -2.9% |
| 7D | +0.5% | -9.5% | +10.0% | -0.7% |
| 30D | +11.4% | -5.7% | +17.1% | +10.5% |
| 3M | -7.2% | +3.0% | -10.2% | -6.9% |
| 6M | -10.7% | +11.8% | -22.5% | -9.6% |
| YTD | -37.7% | +58.5% | -96.2% | -37.9% |
| 1Y | -34.3% | +69.9% | -104.2% | -36.7% |
| All | -34.3% | +67.7% | -102.0% | -36.7% |
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