-12.5%
NKE vs PWR
+1,844.4%
-1,856.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -1.6% | +11.3% | -12.9% | -4.5% |
| 30D | +7.6% | -8.9% | +16.5% | +9.1% |
| 3M | -6.9% | -10.5% | +3.6% | -5.7% |
| 6M | -8.5% | -22.2% | +13.7% | -4.6% |
| YTD | -38.8% | +42.7% | -81.5% | -49.4% |
| 1Y | -40.6% | +41.1% | -81.7% | -50.8% |
| 3Y | -60.9% | +242.7% | -303.7% | -78.6% |
| 5Y | -75.4% | +418.5% | -493.9% | -89.0% |
| All | -12.5% | +1,844.4% | -1,856.9% | -80.1% |
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