+6,112.4%
NKE vs PEP
+3,192.2%
+2,920.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -7.7% | +0.7% | -8.3% | -7.8% |
| 3M | -10.9% | -0.5% | -10.4% | -10.7% |
| 6M | -31.9% | -11.3% | -20.5% | -28.8% |
| YTD | -38.6% | -0.6% | -38.0% | -38.7% |
| 1Y | -46.9% | +1.7% | -48.6% | -47.5% |
| 3Y | -58.2% | -12.5% | -45.7% | -56.7% |
| 5Y | -74.0% | +3.9% | -77.9% | -74.7% |
| 10Y | -21.6% | +76.6% | -98.1% | -36.8% |
| All | +6,112.4% | +3,192.2% | +2,920.2% | +1,287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling