-75.5%
NKE vs PBF
+785.3%
-860.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -5.5% | +2.3% | -7.9% | -5.7% |
| 30D | -10.4% | +11.6% | -22.0% | -11.2% |
| 3M | -15.8% | +81.7% | -97.6% | -19.7% |
| 6M | -33.4% | +96.4% | -129.9% | -37.3% |
| YTD | -41.0% | +189.5% | -230.5% | -46.7% |
| 1Y | -49.1% | +180.7% | -229.8% | -54.1% |
| 3Y | -59.8% | +56.6% | -116.4% | -63.8% |
| 5Y | -75.5% | +802.0% | -877.4% | -80.2% |
| All | -75.5% | +785.3% | -860.8% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling