-74.9%
NKE vs PTC
-0.9%
-74.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -0.7% |
| 7D | -2.3% | -13.6% | +11.2% | +3.3% |
| 30D | -10.4% | -14.7% | +4.3% | -4.8% |
| 3M | -15.5% | -5.9% | -9.6% | -14.6% |
| 6M | -32.6% | -21.1% | -11.5% | -26.9% |
| YTD | -39.8% | -26.0% | -13.8% | -33.0% |
| 1Y | -47.6% | -36.8% | -10.8% | -37.5% |
| 3Y | -59.0% | -10.3% | -48.7% | -61.1% |
| 5Y | -74.9% | +1.2% | -76.1% | -79.1% |
| All | -74.9% | -0.9% | -74.0% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling