+19.5%
PFE vs NKE
-40.3%
+59.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.7% | -1.6% | -0.1% | -1.5% |
| 30D | +0.3% | +7.6% | -7.3% | -0.5% |
| 3M | +9.4% | -6.9% | +16.3% | +10.2% |
| 6M | +14.9% | -8.5% | +23.4% | +15.8% |
| YTD | +23.8% | -38.8% | +62.6% | +30.6% |
| 1Y | +19.5% | -40.6% | +60.1% | +26.9% |
| All | +19.5% | -40.3% | +59.8% | +26.9% |
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