+3,280.0%
PFE vs NKE
+6,514.1%
-3,234.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.1% |
| 7D | +1.8% | -2.0% | +3.8% | +2.2% |
| 30D | +10.2% | -8.6% | +18.8% | +12.1% |
| 3M | +12.7% | -11.0% | +23.7% | +15.0% |
| 6M | +10.5% | -33.2% | +43.8% | +18.9% |
| YTD | +20.2% | -38.1% | +58.3% | +31.1% |
| 1Y | +24.1% | -47.4% | +71.4% | +39.4% |
| 3Y | -3.6% | -59.8% | +56.2% | +11.4% |
| 5Y | -20.9% | -74.2% | +53.4% | -2.1% |
| 10Y | +35.8% | -23.5% | +59.3% | +30.0% |
| All | +3,280.0% | +6,514.1% | -3,234.1% | +1,109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling