-74.9%
NKE vs PCG
+55.2%
-130.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -0.9% |
| 7D | -2.3% | +6.5% | -8.8% | -3.9% |
| 30D | -10.4% | -16.7% | +6.4% | -7.1% |
| 3M | -15.5% | -14.2% | -1.3% | -13.3% |
| 6M | -32.6% | -21.5% | -11.2% | -29.3% |
| YTD | -39.8% | -11.2% | -28.6% | -39.3% |
| 1Y | -47.6% | -4.2% | -43.4% | -48.5% |
| 3Y | -59.0% | -14.9% | -44.1% | -59.1% |
| 5Y | -74.9% | +54.2% | -129.2% | -79.1% |
| All | -74.9% | +55.2% | -130.2% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling