-24.9%
NKE vs PR
+169.5%
-194.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -2.0% | +2.9% | -4.9% | -2.2% |
| 30D | -8.6% | +18.0% | -26.6% | -9.4% |
| 3M | -11.0% | +16.9% | -27.9% | -11.9% |
| 6M | -33.2% | +28.2% | -61.4% | -34.3% |
| YTD | -38.1% | +69.3% | -107.5% | -40.1% |
| 1Y | -47.4% | +69.5% | -116.9% | -49.0% |
| 3Y | -59.8% | +81.7% | -141.5% | -61.4% |
| 5Y | -74.2% | +422.2% | -496.5% | -76.4% |
| 10Y | -23.5% | +110.4% | -133.8% | -21.0% |
| All | -24.9% | +169.5% | -194.4% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling