-24.0%
NKE vs PSLV
+190.6%
-214.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -4.2% | -3.5% | -0.7% | -3.8% |
| 30D | -8.2% | -2.1% | -6.0% | -8.1% |
| 3M | -19.1% | -1.6% | -17.4% | -19.1% |
| 6M | -32.6% | -25.5% | -7.1% | -30.6% |
| YTD | -40.7% | -11.4% | -29.3% | -41.6% |
| 1Y | -48.9% | +48.6% | -97.4% | -54.1% |
| 3Y | -59.2% | +166.9% | -226.1% | -67.4% |
| 5Y | -75.3% | +152.4% | -227.8% | -80.4% |
| All | -24.0% | +190.6% | -214.6% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling