-24.0%
NKE vs PFG
+251.1%
-275.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -4.2% | -0.4% | -3.7% | -4.0% |
| 30D | -8.2% | +2.9% | -11.1% | -9.5% |
| 3M | -19.1% | +6.7% | -25.8% | -21.6% |
| 6M | -32.6% | +33.8% | -66.4% | -41.2% |
| YTD | -40.7% | +35.0% | -75.7% | -48.5% |
| 1Y | -48.9% | +46.4% | -95.3% | -57.2% |
| 3Y | -59.2% | +71.7% | -130.9% | -68.4% |
| 5Y | -75.3% | +113.7% | -189.0% | -82.7% |
| All | -24.0% | +251.1% | -275.1% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling