-48.9%
NKE vs PBF
+184.8%
-233.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | -4.2% | +5.3% | -9.5% | -4.1% |
| 30D | -8.2% | +11.7% | -19.9% | -7.9% |
| 3M | -19.1% | +91.1% | -110.2% | -17.7% |
| 6M | -32.6% | +88.4% | -121.1% | -31.7% |
| YTD | -40.7% | +194.1% | -234.8% | -41.3% |
| 1Y | -48.9% | +180.4% | -229.3% | -50.2% |
| All | -48.9% | +184.8% | -233.6% | -50.2% |
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