+6,161.3%
NKE vs PCG
+103.4%
+6,057.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.2% |
| 7D | -2.0% | -13.9% | +11.9% | -0.6% |
| 30D | -8.6% | -16.9% | +8.3% | -7.0% |
| 3M | -11.0% | -14.7% | +3.7% | -9.8% |
| 6M | -33.2% | -23.8% | -9.4% | -31.5% |
| YTD | -38.1% | -10.5% | -27.6% | -37.7% |
| 1Y | -47.4% | -5.1% | -42.2% | -47.4% |
| 3Y | -59.8% | -11.6% | -48.2% | -59.7% |
| 5Y | -74.2% | +59.0% | -133.2% | -75.9% |
| 10Y | -23.5% | -75.7% | +52.3% | -20.6% |
| All | +6,161.3% | +103.4% | +6,057.9% | +3,358.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling