-48.9%
NKE vs PSX
+103.3%
-152.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -4.2% | +1.7% | -5.9% | -4.3% |
| 30D | -8.2% | +15.6% | -23.8% | -9.5% |
| 3M | -19.1% | +46.5% | -65.5% | -22.5% |
| 6M | -32.6% | +55.0% | -87.6% | -36.1% |
| YTD | -40.7% | +105.3% | -146.0% | -47.9% |
| 1Y | -48.9% | +101.6% | -150.5% | -55.5% |
| All | -48.9% | +103.3% | -152.1% | -55.5% |
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