-0.7%
PFE vs NKE
-58.5%
+57.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +3.8% | -7.7% | +11.5% | +5.0% |
| 3M | +10.4% | -10.9% | +21.3% | +12.0% |
| 6M | +6.3% | -31.9% | +38.1% | +11.6% |
| YTD | +17.4% | -38.6% | +56.0% | +25.1% |
| 1Y | +21.1% | -46.9% | +68.1% | +31.5% |
| All | -0.7% | -58.5% | +57.8% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling