-59.4%
NKE vs PFGC
+59.5%
-119.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.5% |
| 7D | -5.5% | -4.8% | -0.7% | -3.8% |
| 30D | -10.4% | -17.2% | +6.8% | -4.2% |
| 3M | -15.8% | -6.3% | -9.5% | -13.9% |
| 6M | -33.4% | +8.8% | -42.3% | -35.6% |
| YTD | -41.0% | +4.9% | -45.9% | -42.8% |
| 1Y | -49.1% | -9.5% | -39.6% | -47.6% |
| All | -59.4% | +59.5% | -119.0% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling