+747.7%
NKE vs PFG
+999.6%
-251.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -0.1% | +6.0% | -6.0% | -1.8% |
| 30D | -7.7% | +2.2% | -9.9% | -8.3% |
| 3M | -10.9% | +10.4% | -21.3% | -13.6% |
| 6M | -31.9% | +27.8% | -59.6% | -36.7% |
| YTD | -38.6% | +33.6% | -72.3% | -43.7% |
| 1Y | -46.9% | +49.3% | -96.2% | -52.9% |
| 3Y | -58.2% | +69.7% | -127.9% | -64.3% |
| 5Y | -74.0% | +111.3% | -185.4% | -79.2% |
| 10Y | -21.6% | +240.3% | -261.8% | -47.1% |
| All | +747.7% | +999.6% | -251.9% | +251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling