-59.4%
NKE vs PTC
-10.7%
-48.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -5.5% | -14.2% | +8.7% | -1.7% |
| 30D | -10.4% | -14.4% | +4.0% | -6.8% |
| 3M | -15.8% | -4.7% | -11.1% | -15.6% |
| 6M | -33.4% | -19.3% | -14.1% | -29.9% |
| YTD | -41.0% | -26.1% | -14.9% | -36.3% |
| 1Y | -49.1% | -37.1% | -12.0% | -42.1% |
| All | -59.4% | -10.7% | -48.8% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling