-59.2%
NKE vs PEG
+31.8%
-91.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -0.9% | -3.3% | -4.0% |
| 30D | -8.2% | -3.7% | -4.5% | -7.5% |
| 3M | -19.1% | -7.3% | -11.8% | -18.0% |
| 6M | -32.6% | -10.5% | -22.2% | -31.2% |
| YTD | -40.7% | -7.5% | -33.2% | -40.0% |
| 1Y | -48.9% | -8.7% | -40.1% | -48.2% |
| 3Y | -59.2% | +31.4% | -90.6% | -63.3% |
| All | -59.2% | +31.8% | -91.0% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling