-61.4%
NKE vs PR
+64.2%
-125.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.7% |
| 7D | -0.2% | -16.4% | +16.2% | +2.0% |
| 30D | +12.3% | -1.9% | +14.2% | +12.2% |
| 3M | -7.1% | +8.0% | -15.1% | -8.8% |
| 6M | -10.3% | +4.1% | -14.4% | -11.6% |
| YTD | -37.8% | +58.7% | -96.5% | -44.2% |
| 1Y | -35.6% | +75.8% | -111.4% | -43.7% |
| 3Y | -61.4% | +73.2% | -134.6% | -67.4% |
| All | -61.4% | +64.2% | -125.7% | -67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling