-47.4%
NKE vs PSX
+101.0%
-148.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -2.0% | +4.5% | -6.5% | -2.4% |
| 30D | -8.6% | +26.6% | -35.2% | -10.7% |
| 3M | -11.0% | +39.3% | -50.3% | -14.2% |
| 6M | -33.2% | +56.8% | -90.0% | -36.9% |
| YTD | -38.1% | +101.8% | -140.0% | -45.4% |
| 1Y | -47.4% | +99.6% | -147.0% | -53.6% |
| All | -47.4% | +101.0% | -148.4% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling