-75.5%
NKE vs PEP
+3.0%
-78.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -5.5% | -1.4% | -4.2% | -4.9% |
| 30D | -10.4% | -0.2% | -10.2% | -10.3% |
| 3M | -15.8% | -4.3% | -11.5% | -14.0% |
| 6M | -33.4% | -13.2% | -20.2% | -28.9% |
| YTD | -41.0% | -1.9% | -39.1% | -41.0% |
| 1Y | -49.1% | -0.3% | -48.7% | -49.5% |
| 3Y | -59.8% | -13.6% | -46.2% | -58.0% |
| 5Y | -75.5% | +3.4% | -78.8% | -77.0% |
| All | -75.5% | +3.0% | -78.5% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling