-24.0%
NKE vs PFGC
+292.9%
-316.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -4.2% | -4.8% | +0.6% | -3.1% |
| 30D | -8.2% | -12.5% | +4.3% | -5.3% |
| 3M | -19.1% | -9.7% | -9.4% | -17.2% |
| 6M | -32.6% | +7.0% | -39.7% | -33.8% |
| YTD | -40.7% | +4.5% | -45.2% | -41.7% |
| 1Y | -48.9% | -11.6% | -37.3% | -47.8% |
| 3Y | -59.2% | +58.5% | -117.7% | -63.7% |
| 5Y | -75.3% | +112.6% | -187.9% | -79.5% |
| All | -24.0% | +292.9% | -316.9% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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