-24.6%
NKE vs PR
+152.6%
-177.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.6% |
| 7D | -0.2% | -16.4% | +16.2% | +0.7% |
| 30D | +12.3% | -1.9% | +14.2% | +12.3% |
| 3M | -7.1% | +8.0% | -15.1% | -7.7% |
| 6M | -10.3% | +4.1% | -14.4% | -10.8% |
| YTD | -37.8% | +58.7% | -96.5% | -39.6% |
| 1Y | -35.6% | +75.8% | -111.4% | -37.8% |
| 3Y | -61.4% | +73.2% | -134.6% | -62.9% |
| 5Y | -76.2% | +230.1% | -306.3% | -77.9% |
| 10Y | -10.7% | +67.4% | -78.0% | -10.1% |
| All | -24.6% | +152.6% | -177.1% | -19.8% |
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