+64.9%
NKE vs PSX
+1,156.1%
-1,091.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -5.5% | +1.5% | -7.1% | -5.9% |
| 30D | -10.4% | +15.8% | -26.3% | -13.9% |
| 3M | -15.8% | +43.0% | -58.8% | -23.8% |
| 6M | -33.4% | +61.1% | -94.5% | -41.9% |
| YTD | -41.0% | +104.5% | -145.5% | -51.9% |
| 1Y | -49.1% | +102.5% | -151.6% | -58.4% |
| 3Y | -59.8% | +133.5% | -193.3% | -69.0% |
| 5Y | -75.5% | +367.0% | -442.4% | -84.7% |
| 10Y | -23.5% | +382.3% | -405.8% | -55.8% |
| All | +64.9% | +1,156.1% | -1,091.2% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling