+89.4%
NKE vs PBF
+317.1%
-227.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.1% |
| 7D | -0.1% | +2.4% | -2.4% | -0.3% |
| 30D | -7.7% | +24.9% | -32.5% | -9.7% |
| 3M | -10.9% | +81.9% | -92.8% | -16.6% |
| 6M | -31.9% | +79.4% | -111.2% | -36.5% |
| YTD | -38.6% | +188.3% | -226.9% | -45.8% |
| 1Y | -46.9% | +177.3% | -224.2% | -53.3% |
| 3Y | -58.2% | +56.0% | -114.2% | -62.0% |
| 5Y | -74.0% | +804.0% | -878.0% | -81.1% |
| 10Y | -21.6% | +334.1% | -355.7% | -45.4% |
| All | +89.4% | +317.1% | -227.7% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling