+1.6%
PG vs NKE
-59.9%
+61.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -0.8% | -4.2% | +3.4% | -0.4% |
| 30D | +0.8% | -8.2% | +9.0% | +1.7% |
| 3M | -1.3% | -19.1% | +17.7% | +0.6% |
| 6M | -3.8% | -32.6% | +28.8% | -0.6% |
| YTD | +3.6% | -40.7% | +44.3% | +8.2% |
| 1Y | -5.7% | -48.9% | +43.1% | -0.5% |
| 3Y | +1.6% | -59.2% | +60.8% | +5.1% |
| All | +1.6% | -59.9% | +61.5% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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