-47.4%
NKE vs PEP
-4.0%
-43.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.3% |
| 7D | -2.0% | -2.4% | +0.4% | -1.1% |
| 30D | -8.6% | -0.8% | -7.8% | -8.2% |
| 3M | -11.0% | -2.2% | -8.9% | -10.5% |
| 6M | -33.2% | -14.4% | -18.8% | -31.4% |
| YTD | -38.1% | -2.2% | -35.9% | -37.8% |
| 1Y | -47.4% | -2.6% | -44.8% | -45.9% |
| All | -47.4% | -4.0% | -43.4% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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