-49.1%
NKE vs PCG
-4.6%
-44.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.5% |
| 3M | -15.8% | -15.8% | 0.0% | -15.4% |
| 6M | -33.4% | -22.6% | -10.9% | -31.6% |
| YTD | -41.0% | -12.2% | -28.8% | -42.1% |
| 1Y | -49.1% | -7.1% | -42.0% | -51.0% |
| All | -49.1% | -4.6% | -44.4% | -51.0% |
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