-24.0%
NKE vs PBF
+374.8%
-398.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | -4.2% | +5.3% | -9.5% | -4.6% |
| 30D | -8.2% | +11.7% | -19.9% | -9.2% |
| 3M | -19.1% | +91.1% | -110.2% | -24.3% |
| 6M | -32.6% | +88.4% | -121.1% | -37.4% |
| YTD | -40.7% | +194.1% | -234.8% | -47.6% |
| 1Y | -48.9% | +180.4% | -229.3% | -54.9% |
| 3Y | -59.2% | +59.3% | -118.6% | -63.0% |
| 5Y | -75.3% | +816.3% | -891.6% | -82.0% |
| All | -24.0% | +374.8% | -398.8% | -42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling