-24.4%
NKE vs PCG
-75.6%
+51.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.9% |
| 7D | -5.5% | +0.5% | -6.0% | -5.6% |
| 30D | -10.4% | -18.9% | +8.5% | -9.2% |
| 3M | -15.8% | -15.8% | 0.0% | -14.9% |
| 6M | -33.4% | -22.6% | -10.9% | -32.3% |
| YTD | -41.0% | -12.2% | -28.8% | -40.7% |
| 1Y | -49.1% | -7.1% | -42.0% | -49.0% |
| 3Y | -59.8% | -15.8% | -44.0% | -59.6% |
| 5Y | -75.5% | +53.3% | -128.8% | -76.3% |
| All | -24.4% | -75.6% | +51.2% | -23.4% |
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