-60.9%
NKE vs PTC
+29.1%
-90.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.4% |
| 3M | -6.9% | +27.4% | -34.2% | -11.6% |
| 6M | -8.5% | +39.2% | -47.7% | -15.7% |
| YTD | -38.8% | +12.5% | -51.3% | -40.2% |
| 1Y | -40.6% | +12.3% | -52.8% | -42.0% |
| 3Y | -60.9% | +28.8% | -89.7% | -64.1% |
| All | -60.9% | +29.1% | -90.0% | -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