-31.7%
NKE vs PFG
+46.8%
-78.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.1% | +3.3% |
| 7D | +9.0% | +4.9% | +4.1% | +6.6% |
| 30D | +19.2% | +5.7% | +13.6% | +16.2% |
| 3M | -1.5% | +2.6% | -4.0% | -2.9% |
| 6M | -4.2% | +19.8% | -24.0% | -13.6% |
| YTD | -34.8% | +36.3% | -71.1% | -45.3% |
| 1Y | -31.7% | +47.9% | -79.6% | -44.3% |
| All | -31.7% | +46.8% | -78.5% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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