-74.9%
NKE vs PWR
+448.6%
-523.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | -2.3% | +2.7% | -5.0% | -2.8% |
| 30D | -10.4% | -5.1% | -5.2% | -9.7% |
| 3M | -15.5% | -9.4% | -6.1% | -14.6% |
| 6M | -32.6% | +10.4% | -43.0% | -36.2% |
| YTD | -39.8% | +48.6% | -88.5% | -48.0% |
| 1Y | -47.6% | +68.0% | -115.6% | -56.7% |
| 3Y | -59.0% | +204.7% | -263.7% | -74.0% |
| 5Y | -74.9% | +451.9% | -526.9% | -87.9% |
| All | -74.9% | +448.6% | -523.6% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling