+6,094.5%
NKE vs PCG
+89.2%
+6,005.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.4% |
| 7D | -1.6% | +2.2% | -3.7% | -1.8% |
| 30D | +7.6% | +0.8% | +6.9% | +7.5% |
| 3M | -6.9% | -23.8% | +16.9% | -4.3% |
| 6M | -8.5% | -19.6% | +11.1% | -6.7% |
| YTD | -38.8% | -16.7% | -22.1% | -37.9% |
| 1Y | -40.6% | -19.4% | -21.2% | -39.5% |
| 3Y | -60.9% | -18.3% | -42.6% | -60.5% |
| 5Y | -75.4% | +10.4% | -85.8% | -76.0% |
| 10Y | -13.5% | -76.1% | +62.7% | -10.4% |
| All | +6,094.5% | +89.2% | +6,005.3% | +3,348.9% |
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