-10.3%
NKE vs PR
+3.7%
-14.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.0% |
| 7D | -0.2% | -16.4% | +16.2% | -4.3% |
| 30D | +12.3% | -1.9% | +14.2% | +11.8% |
| 3M | -7.1% | +8.0% | -15.1% | -4.2% |
| 6M | -10.3% | +4.1% | -14.4% | -7.4% |
| All | -10.3% | +3.7% | -14.0% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling