+35.6%
PFE vs NKE
-33.0%
+68.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.2% | -2.6% | +1.8% |
| 7D | +4.6% | +9.0% | -4.4% | +3.2% |
| 30D | +12.3% | +19.2% | -6.9% | +9.6% |
| 3M | +21.2% | -1.5% | +22.6% | +21.1% |
| 6M | +21.1% | -4.2% | +25.3% | +21.2% |
| YTD | +30.0% | -34.8% | +64.8% | +37.5% |
| 1Y | +35.6% | -31.7% | +67.3% | +38.3% |
| All | +35.6% | -33.0% | +68.6% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling