+1,248.2%
PANW vs NKE
-22.6%
+1,270.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -0.8% | -4.2% | +3.4% | +0.5% |
| 30D | -14.6% | -8.2% | -6.4% | -12.4% |
| 3M | +18.3% | -19.1% | +37.4% | +25.7% |
| 6M | +100.5% | -32.6% | +133.1% | +123.9% |
| YTD | +79.5% | -40.7% | +120.2% | +108.3% |
| 1Y | +66.7% | -48.9% | +115.6% | +101.8% |
| 3Y | +161.2% | -59.2% | +220.5% | +225.1% |
| 5Y | +322.2% | -75.3% | +397.5% | +528.4% |
| All | +1,248.2% | -22.6% | +1,270.8% | +1,229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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