+5,990.1%
NKE vs PEG
+2,889.2%
+3,101.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -10.4% | -1.7% | -8.6% | -9.9% |
| 3M | -15.5% | -6.8% | -8.7% | -13.6% |
| 6M | -32.6% | -11.4% | -21.3% | -30.2% |
| YTD | -39.8% | -7.2% | -32.6% | -38.7% |
| 1Y | -47.6% | -6.1% | -41.5% | -46.9% |
| 3Y | -59.0% | +31.8% | -90.8% | -63.5% |
| 5Y | -74.9% | +35.6% | -110.5% | -78.0% |
| 10Y | -21.9% | +148.7% | -170.7% | -44.6% |
| All | +5,990.1% | +2,889.2% | +3,101.0% | +1,664.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling