-60.9%
NKE vs PR
+95.8%
-156.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | -1.6% | +6.0% | -7.5% | -2.3% |
| 30D | +7.6% | -4.2% | +11.8% | +8.0% |
| 3M | -6.9% | +10.0% | -16.8% | -8.6% |
| 6M | -8.5% | +15.6% | -24.1% | -11.3% |
| YTD | -38.8% | +68.2% | -107.0% | -45.7% |
| 1Y | -40.6% | +79.2% | -119.8% | -48.1% |
| 3Y | -60.9% | +94.9% | -155.8% | -67.3% |
| All | -60.9% | +95.8% | -156.7% | -67.3% |
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