-75.5%
NKE vs PFG
+108.9%
-184.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -5.5% | -3.0% | -2.5% | -4.0% |
| 30D | -10.4% | +2.5% | -12.9% | -11.8% |
| 3M | -15.8% | +6.1% | -21.9% | -18.8% |
| 6M | -33.4% | +31.3% | -64.7% | -43.2% |
| YTD | -41.0% | +33.6% | -74.6% | -50.2% |
| 1Y | -49.1% | +48.5% | -97.6% | -59.6% |
| 3Y | -59.8% | +69.6% | -129.4% | -70.7% |
| 5Y | -75.5% | +111.5% | -186.9% | -84.0% |
| All | -75.5% | +108.9% | -184.4% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling