-12.5%
NKE vs PCG
-76.0%
+63.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.4% |
| 7D | -1.6% | +2.2% | -3.7% | -1.7% |
| 30D | +7.6% | +0.8% | +6.9% | +7.6% |
| 3M | -6.9% | -23.8% | +16.9% | -5.1% |
| 6M | -8.5% | -19.6% | +11.1% | -7.3% |
| YTD | -38.8% | -16.7% | -22.1% | -38.2% |
| 1Y | -40.6% | -19.4% | -21.2% | -39.8% |
| 3Y | -60.9% | -18.3% | -42.6% | -60.6% |
| 5Y | -75.4% | +10.4% | -85.8% | -75.8% |
| All | -12.5% | -76.0% | +63.5% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling