-21.0%
PFE vs NKE
-75.6%
+54.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | -4.0% | -5.5% | +1.5% | -3.3% |
| 30D | +3.9% | -10.4% | +14.3% | +5.4% |
| 3M | +9.9% | -15.8% | +25.7% | +12.3% |
| 6M | +5.3% | -33.4% | +38.7% | +10.7% |
| YTD | +16.8% | -41.0% | +57.8% | +24.8% |
| 1Y | +20.4% | -49.1% | +69.5% | +31.0% |
| 3Y | -2.1% | -59.8% | +57.7% | +7.2% |
| 5Y | -21.0% | -75.5% | +54.5% | -17.5% |
| All | -21.0% | -75.6% | +54.6% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling