-24.4%
NKE vs PWR
+2,415.0%
-2,439.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.6% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -10.4% | -7.7% | -2.7% | -8.6% |
| 3M | -15.8% | -4.9% | -10.9% | -16.1% |
| 6M | -33.4% | +9.7% | -43.1% | -37.8% |
| YTD | -41.0% | +46.7% | -87.7% | -50.7% |
| 1Y | -49.1% | +58.7% | -107.8% | -59.0% |
| 3Y | -59.8% | +200.7% | -260.5% | -76.2% |
| 5Y | -75.5% | +438.6% | -514.0% | -88.9% |
| All | -24.4% | +2,415.0% | -2,439.3% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling