-31.7%
NKE vs PENG
+120.5%
-152.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -9.1% | +14.3% | +4.8% |
| 7D | +9.0% | -20.5% | +29.5% | +8.1% |
| 30D | +19.2% | -20.4% | +39.6% | +18.4% |
| 3M | -1.5% | -16.4% | +14.9% | -1.9% |
| 6M | -4.2% | +49.2% | -53.4% | -9.2% |
| YTD | -34.8% | +147.2% | -182.0% | -39.9% |
| 1Y | -31.7% | +124.7% | -156.4% | -37.5% |
| All | -31.7% | +120.5% | -152.2% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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