-31.7%
NKE vs PBF
+120.1%
-151.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.7% | +11.9% | +4.9% |
| 7D | +9.0% | -0.9% | +9.9% | +8.9% |
| 30D | +19.2% | -13.7% | +32.9% | +18.5% |
| 3M | -1.5% | +10.6% | -12.1% | -0.9% |
| 6M | -4.2% | +61.2% | -65.4% | -1.7% |
| YTD | -34.8% | +172.7% | -207.5% | -34.6% |
| 1Y | -31.7% | +111.0% | -142.7% | -31.5% |
| All | -31.7% | +120.1% | -151.7% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling