-12.5%
NKE vs PTC
+312.5%
-325.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -1.6% | +0.5% | -2.0% | -1.7% |
| 30D | +7.6% | +1.2% | +6.4% | +7.2% |
| 3M | -6.9% | +27.4% | -34.2% | -15.9% |
| 6M | -8.5% | +39.2% | -47.7% | -20.9% |
| YTD | -38.8% | +12.5% | -51.3% | -43.0% |
| 1Y | -40.6% | +12.3% | -52.8% | -44.7% |
| 3Y | -60.9% | +28.8% | -89.7% | -66.5% |
| 5Y | -75.4% | +60.9% | -136.3% | -80.9% |
| All | -12.5% | +312.5% | -325.0% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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