-47.6%
NKE vs PENG
+106.3%
-153.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -2.3% | +7.3% | -9.6% | -2.2% |
| 30D | -10.4% | -7.5% | -2.9% | -10.5% |
| 3M | -15.5% | -17.2% | +1.8% | -16.2% |
| 6M | -32.6% | +176.7% | -209.4% | -40.5% |
| YTD | -39.8% | +161.0% | -200.9% | -46.5% |
| 1Y | -47.6% | +108.8% | -156.4% | -53.9% |
| All | -47.6% | +106.3% | -153.9% | -53.9% |
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