-47.4%
NKE vs PEG
-7.0%
-40.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -1.0% |
| 7D | -2.0% | +0.7% | -2.7% | -2.0% |
| 30D | -8.6% | -2.4% | -6.1% | -8.7% |
| 3M | -11.0% | -4.8% | -6.2% | -11.3% |
| 6M | -33.2% | -10.7% | -22.5% | -33.1% |
| YTD | -38.1% | -6.7% | -31.5% | -38.2% |
| 1Y | -47.4% | -6.8% | -40.5% | -47.8% |
| All | -47.4% | -7.0% | -40.4% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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