-47.4%
NKE vs PBF
+176.4%
-223.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -1.0% |
| 7D | -2.0% | +4.3% | -6.3% | -1.9% |
| 30D | -8.6% | +22.0% | -30.6% | -8.0% |
| 3M | -11.0% | +74.5% | -85.5% | -9.6% |
| 6M | -33.2% | +67.7% | -100.9% | -32.1% |
| YTD | -38.1% | +179.2% | -217.3% | -38.4% |
| 1Y | -47.4% | +170.0% | -217.4% | -48.0% |
| All | -47.4% | +176.4% | -223.7% | -48.0% |
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