-40.6%
NKE vs PTC
+10.7%
-51.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.6% | +0.5% | -2.0% | -1.6% |
| 30D | +7.6% | +1.2% | +6.4% | +7.5% |
| 3M | -6.9% | +27.4% | -34.2% | -9.3% |
| 6M | -8.5% | +39.2% | -47.7% | -13.1% |
| YTD | -38.8% | +12.5% | -51.3% | -40.8% |
| 1Y | -40.6% | +12.3% | -52.8% | -42.7% |
| All | -40.6% | +10.7% | -51.3% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling