-58.6%
NKE vs PWR
+203.1%
-261.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.8% |
| 7D | -2.3% | +2.7% | -5.0% | -2.5% |
| 30D | -10.4% | -5.1% | -5.2% | -10.1% |
| 3M | -15.5% | -9.4% | -6.1% | -14.9% |
| 6M | -32.6% | +10.4% | -43.0% | -34.8% |
| YTD | -39.8% | +48.6% | -88.5% | -44.9% |
| 1Y | -47.6% | +68.0% | -115.6% | -53.5% |
| All | -58.6% | +203.1% | -261.7% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling