-59.2%
NKE vs PFG
+70.6%
-129.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | -4.2% | -0.4% | -3.7% | -4.0% |
| 30D | -8.2% | +2.9% | -11.1% | -9.7% |
| 3M | -19.1% | +6.7% | -25.8% | -22.1% |
| 6M | -32.6% | +33.8% | -66.4% | -42.9% |
| YTD | -40.7% | +35.0% | -75.7% | -50.1% |
| 1Y | -48.9% | +46.4% | -95.3% | -58.9% |
| 3Y | -59.2% | +71.7% | -130.9% | -69.8% |
| All | -59.2% | +70.6% | -129.8% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling