+6,112.4%
NKE vs PTC
+5,991.7%
+120.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | +0.1% |
| 7D | -0.1% | -12.8% | +12.7% | +2.2% |
| 30D | -7.7% | -9.8% | +2.1% | -6.1% |
| 3M | -10.9% | -2.1% | -8.9% | -11.0% |
| 6M | -31.9% | -18.1% | -13.8% | -30.0% |
| YTD | -38.6% | -23.5% | -15.1% | -36.3% |
| 1Y | -46.9% | -37.4% | -9.6% | -43.1% |
| 3Y | -58.2% | -7.2% | -50.9% | -58.3% |
| 5Y | -74.0% | +2.7% | -76.7% | -74.5% |
| 10Y | -21.6% | +203.4% | -225.0% | -35.9% |
| All | +6,112.4% | +5,991.7% | +120.7% | +1,834.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling