+48.8%
PFE vs NKE
-14.2%
+63.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.7% | -1.6% | -0.1% | -1.4% |
| 30D | +0.3% | +7.6% | -7.3% | -1.0% |
| 3M | +9.4% | -6.9% | +16.3% | +10.7% |
| 6M | +14.9% | -8.5% | +23.4% | +16.3% |
| YTD | +23.8% | -38.8% | +62.6% | +34.4% |
| 1Y | +19.5% | -40.6% | +60.1% | +30.3% |
| 3Y | +21.0% | -60.9% | +81.9% | +39.4% |
| 5Y | -23.9% | -75.4% | +51.5% | -5.1% |
| All | +48.8% | -14.2% | +63.0% | +41.4% |
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