-31.7%
NKE vs PWR
+31.4%
-63.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -11.7% | +16.9% | +3.4% |
| 7D | +9.0% | -4.4% | +13.3% | +8.3% |
| 30D | +19.2% | -15.1% | +34.3% | +16.8% |
| 3M | -1.5% | -16.2% | +14.8% | -3.5% |
| 6M | -4.2% | -23.3% | +19.2% | -6.2% |
| YTD | -34.8% | +37.6% | -72.4% | -32.7% |
| 1Y | -31.7% | +32.4% | -64.1% | -28.9% |
| All | -31.7% | +31.4% | -63.1% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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