-74.0%
NKE vs PENG
+107.7%
-181.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.1% | +7.8% | -7.8% | -0.9% |
| 30D | -7.7% | -12.2% | +4.5% | -6.6% |
| 3M | -10.9% | -20.6% | +9.7% | -10.7% |
| 6M | -31.9% | +180.9% | -212.8% | -45.7% |
| YTD | -38.6% | +162.3% | -200.9% | -50.6% |
| 1Y | -46.9% | +107.3% | -154.2% | -55.9% |
| 3Y | -58.2% | +110.8% | -168.9% | -68.2% |
| 5Y | -74.0% | +117.8% | -191.9% | -81.4% |
| All | -74.0% | +107.7% | -181.7% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling