-58.0%
NKE vs PR
+82.3%
-140.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -2.0% | +2.9% | -4.9% | -2.4% |
| 30D | -8.6% | +18.0% | -26.6% | -10.9% |
| 3M | -11.0% | +16.9% | -27.9% | -13.4% |
| 6M | -33.2% | +28.2% | -61.4% | -36.5% |
| YTD | -38.1% | +69.3% | -107.5% | -44.5% |
| 1Y | -47.4% | +69.5% | -116.9% | -52.9% |
| All | -58.0% | +82.3% | -140.3% | -64.2% |
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