-74.7%
NKE vs PEG
+36.3%
-111.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -0.9% | -3.3% | -3.9% |
| 30D | -8.2% | -3.7% | -4.5% | -7.0% |
| 3M | -19.1% | -7.3% | -11.8% | -17.1% |
| 6M | -32.6% | -10.5% | -22.2% | -30.3% |
| YTD | -40.7% | -7.5% | -33.2% | -39.6% |
| 1Y | -48.9% | -8.7% | -40.1% | -47.7% |
| 3Y | -59.2% | +31.4% | -90.6% | -65.7% |
| All | -74.7% | +36.3% | -111.1% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling