-47.4%
NKE vs PCG
-6.6%
-40.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.1% |
| 7D | -2.0% | -13.9% | +11.9% | -1.2% |
| 30D | -8.6% | -16.9% | +8.3% | -7.9% |
| 3M | -11.0% | -14.7% | +3.7% | -10.7% |
| 6M | -33.2% | -23.8% | -9.4% | -30.9% |
| YTD | -38.1% | -10.5% | -27.6% | -39.2% |
| 1Y | -47.4% | -5.1% | -42.2% | -49.3% |
| All | -47.4% | -6.6% | -40.8% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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